This works on Nokia 770 and N800

Packages mirrored from
http://www.rahkonen.org/openvpn.html

1/ Install openvpn_2.0-1maemo2_armel.deb
2/ Install liblzo1_1.08-3_armel.deb
3/ Copy openvpn to /usr/sbin/ (overwriting the one from the deb)