Probably the easiest distribution on which to install OpenVPN is Debian and its derivates like Ubuntu. Just type
apt-get install openvpn, answer two questions, and OpenVPN is installed and ready to be used.
The Debian package management system is capable of solving all the issues that might occur during the installation. If your system is configured correctly, then the automatic installation will cover the following steps:
apt-getwill find the software on the installation servers.