Download OpenVPN from here: http://openvpn.net/index.php/open-source/downloads.html.
Install by double clicking the downloaded executable. Once installed, copy the files below to C:\Program Files (x86)\OpenVPN\config\.
Install OpenVPN through your distributions package manager.
Copy the files below to /etc/openvpn/
Download Tunnelblick from https://code.google.com/p/tunnelblick/
Copy the files below and follow Tunnelblick installation instructions.