Install OpenVPN:
* CentOS:
o Setup RPMForge Repository
wget http://packages.sw.be/rpmforge-release/rpmforge-release-0.5.1-1.el5.rf.i386.rpm
rpm -Uvh rpmforge-release*
o Install OpenVPN
yum install openvpn
chkconfig openvpn off
then the configuration part more or less the same as others.
put in config into /etc/openvpn/
together with all the necessary files and cert.