Download openvpn-2.1_rc7.tar.gz from:
http://www.openvpn.net/index.php/downloads.html.
install these packages:
apt-get install liblzo2-dev
apt-get install libssl-dev
unzip the openvpn package and runs:
./configure
make
make install
With this error:
" Cannot open TUN/TAP dev /dev/net/tun: No such file or directory (errno=2)"
run these commands:
mknod /dev/net/tun c 10 200
modprobe tun