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Here is a short tutorial that will help you to have a working vpn server.
First you need to install OpenVPN from sources or precompiled distro packet.
Then you need to setup of the Certificate Authority (CA)
Keep in mind that the CA should be on client not on the the server. OpenVPN install comes with scripts that can easy create certificates. You should copy them in to /etc/openvpn:
cp -a /usr/share/doc/openvpn/examples/easy-rsa /etc/openvpn
cd /etc/openvpn/easy-rsa
Edit the file called vars and adapt the last KEY_xxx vars to your needs. For my Slackware install the path is: export KEY_DIR=$D/../keys. After that run: 
. vars
./clean-all
./build-ca
To create a certificate and sign it in one single step (do that only if the certificate can be transferred to the client via a secure channel, otherwise generate the certificate and the request on the client and sign it on the CA), without password:
For the server, use (don't forget to give a Common Name):
./build-key-server server
For a client: (don't forget to give a Common Name)
./build-key Hercule
We also need to make Diffie Hellman key:
./build-dh
For other situations, see easy-rsa/README
To see content of a certificate:
openssl x509 -in server.crt -text
Next you need to configure the server:
# cat server.conf
port 1194
proto udp
dev tap

ca /etc/openvpn/keys/ca.crt
cert /etc/openvpn/keys/server.crt
key /etc/openvpn/keys/server.key # This file should be kept secret
dh /etc/openvpn/keys/dh1024.pem
client-to-client # To allow clients to see each other
server 192.168.10.0 255.255.255.0 # Set to virtual network and subnet mask
client-config-dir /etc/openvpn/ccd
ifconfig-pool-persist ipp.txt

#push "dhcp-option DNS x.x.x.x"
#push "dhcp-option DNS x.x.x.x"
#push "redirect-gateway def1"

keepalive 10 120
#cipher AES-128-CBC # AES
cipher none
comp-lzo
persist-key
persist-tun
user nobody
group nobody
status openvpn-status.log
verb 3

Start the server:
openvpn --config server.conf

Next set up the client:
Copy from server to client files: ca.crt, Hercule.crt, Hercule.key, Hercule.csr
cp /usr/share/doc/openvpn/examples/sample-config-files/client.conf Hercule.ovpn
Edit the lines like this:
diff /usr/share/doc/openvpn/examples/sample-config-files/client.conf Hercule.ovpn
23,24c23,24
< ;dev tap
< dev tun
---
> dev tap
> ;dev tun
42c42
< remote my-server-1 1194
---
> remote x.x.x.x 1194
89,90c89,90
< cert client.crt
< key client.key
---
> cert Hercule.crt
> key Hercule.key
112c112
< ;cipher x
---
> cipher none


Start the client:
openvpn --config /etc/openvpn/Hercule/Hercule.ovpn --cd /etc/openvpn/Hercule/
That's it, you should have the setup working.
If you use diffrent type of version of openvpn of server and client don't forget to set up the mtu:
tun-mtu 1500  
tun-mtu-extra 32
link-mtu 1590  
mssfix

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