Here are the steps I took, more or less, following instructions. First:
sudo apt-get update && sudo apt-get install openvpn build-essential
Then I dowloaded, extracted and installed OpenVPN. After
there was an error message: "configure: error: OpenSSL Crypto headers not found.". So I tried
as it was suggested in the instructions, but this did not solve the problem. I looked for solutions on a couple of forums and one of them suggested installing libssl0.9.8 and libssl.dev. I opened Synaptic and discovered I had libsll0.9.8 already installed but not libssl.dev. So I added that and tried again, and the installation
sudo make install
seemed to work.
Then I saved "openvpn.conf" and "liteca.crt" and:
cd ~ sudo mv openvpn.conf liteca.crt /etc/openvpn
sudo /etc/init.d/openvpn start
This is when I got the message "Starting virtual private network daemon. [OK]". I expected to be prompted for my username and password for the remote host but nothing of the sort happened.
Could it be that LZO should have been installed?
Or could it be that there was something wrong with the openvpn.conf file?
I did not create any ssl keys (I think...).