The following is no longer true at least for Feisty, 2.X version is in the universe repository. Also, for configuring client side, network-manager-openvpn can become very handy. I leave the original page underneath in case anyne needed it.
OpenVPN version 1.x is available in the universe reposiroty. apt-get install openvpn will do the necessary.
Although OpenVPN version 2 is still at beta stage at the time of writing, it is already in use quite widely (my employers have been using it for a while on both windows and linux clients).
If you want (or need, as release 2 has some functionality not in version 1) to go for version 2. You can download the source code from here: http://sourceforge.net/projects/openvpn/
You'll need to install a couple of packages that the confiure script looks for:
apt-get install libssl-dev liblzo-dev
Unzip the source file and change directory into the newly created openvpn-2.0_rcXX directory (where XX is the current release number), then it's just a case of
./configure make sudo make install
That's about it, now you just need to set up your config file and certs somewhere convenient
sudo mkdir /etc/openvpn
and then specify your config file as a command line argument
for it to work properly you need the tun module in your kernel
- make sure the firewall allows vpn
- instructions for creating a tap
If you just want to connect to a microsoft based VPN, you probably don't want to use OpenVPN. See https://help.ubuntu.com/community/VPNClient