OPENVPN can be very tricky to set up but with the right resources the setup is not quite as bad. I tried to follow the OPENVPN manual (http://openvpn.net/index.php/open-source/documentation/howto.html) but before I know it I was completely lost. The subject got real complicated real fast; so naturally I turned to my dear friend GOOGLE and i was not disappointed.
These websites below made the process very easy for me so hopefully they will do the same for you.
OpenVPN Windows HowTo (A little old but very useful) http://www.runpcrun.com/howtoopenvpn How to configure OpenVPN (A little old but very useful) http://www.itsatechworld.com/2006/01/29/how-to-configure-openvpn Also did you know that Microsoft Windows comes with VPN out of the BOX? Check these two videos out