You only need to do this if your distro is source based
For most user-level distros:
you can probably just install direct from a repo.
1. Install LZO - Download the LZO lib from website - Unzip the zipped file of LZO - Shell command:
+ ./configure --prefix=/usr --enable-shared + make + make install + install -v -m755 -d /usr/share/doc/lzo-2.02 + install -v -m644 doc/* /usr/share/doc/lzo-2.02
2. Install OpenSSL - Download OpenSSL from website - Unzip the zipped file of OpenSSL - Shell command:
+ ./config --prefix=/usr/local --openssldir=/usr/local/openssl + make + make test + make install
3. Install OpenVPN - Download OpenVPN from http://openvpn.net/ - Unzip the zipped file of OpenVPN - Shell command:
+ ./configure + make + make install + sudo apt-get install openvpn
4. Starting OpenVPN - Copy the key files and certificate files to machine (for example: /home/tuan/OpenVPN) - Shell command:
+ openvpn <config_file> (for example: openvpn client.conf)