Install the OpenVPN plugin for network manager. For Ubuntu it's:
sudo apt-get install network-manager-openvpn
Download the OpenVPN certificates from your server (the ca-cert.pem, client-cert.pem, and client-key.pem). I usually just create an OpenVPN folder in my home folder and drop the certificates there.
Now click the network manager >VPN Connections>Configure VPN
Gateway: the dynamic DNS or IP address of your OpenVPN server
Type: Password with Certificates is usually the setup on OpenVPN servers
User/Password: Same as the Linux user setup on the server
Then select the certificates.
Usually OpenVPN uses LZO compression. To enable this click Advanced... and check the box "use LZO data compression."
Click OK and Save, now try to connect using the VPN connection. If it works you'll get a VPN connect successful message. If it doesn't work, then you may need to do a little trial and error with the settings, but these steps should get you most of the way.
