Create a pre-shared key:

  cd /etc/openvpn
  openvpn --genkey --secret secret.key

Edit the /etc/openvpn/openvpn.conf file:

  # I use the tun device
  dev tun
  # local  = 10.0.0.1
  # remote = 10.0.0.2
  ifconfig 10.0.0.1 10.0.0.2
  # the pre-shared key must reside in /etc/openvpn
  secret secret.key
  # ping every 15 seconds to keep the tunnel up (probably unnecessary)
  ping 15