In order to install OpenVPN on CentOS, RHEL or Fedora, you first need to set up a RPMforge repository which contains many additional software tools in rpm package format for these distributions.
To set up RPMforge on 32-bit CentOS/Redhat 6:
$ sudo rpm -ivh rpmforge-release-0.5.2-2.el6.rf.i686.rpm
To set up RPMforge on 64-bit CentOS/Redhat 6:
$ sudo rpm -ivh rpmforge-release-0.5.2-2.el6.rf.x86_64.rpm
Finally, proceed to install OpenVPN using yum:
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