If you are using Redhat Fedora, the Yellow dog Updater, Modified (yum) is probably the easiest way to install software. It can be found on http://linux.duke.edu/projects/yum/ and provides many interesting features like automatic updates, solving dependency problems, and managing installation of software packages.
Even though OpenVPN installation on Fedora can only be done on the command line, it still is a very easy task. The installation makes use of the commands
wget: A command-line download manager suitable for
rpm: The Redhat Package Manager is a software management system used by distributions like SuSE or Redhat. It keeps track of changes and can ...