Here is a good guide to setting up OpenVPN on CentOS 6:
Was following the guide but ran into a few issues which I wanted to share below:
- Easy RSA is no longer bundled with OpenVPN, so you should git clone it (https://github.com/OpenVPN/easy-rsa.git) or download it from https://github.com/OpenVPN/easy-rsa
- The Diffie hellman key generated is now 2048 bits by default, edit /etc/openvpn/server.conf to reflect that change. The default is 1024 bits.