Here’s the steps involved in getting OpenVPN client up and running..
http://openvpn.net/howto.html
(looking for a simpler vpn solution? try vtun – it’s pretty kick arse and works well with port forwarding or routers that dont support vpn passthru)
# apt-get install openvpn openssl ca-certificates
# cp /usr/share/doc/openvpn/examples/sample-config-files/client.conf /etc/openvpn/
# mkdir /etc/openvpn/keys/
# -- move your client keys into this directory
# vi /etc/openvpn/client.conf
# /etc/init.d/openvpn start