Three major components to get this one working: 1. OpenVPN, 2. UFW 3. Client.ovpn File
First let's take care of installing OpenVPN on your NIX based OS. This is a DigitalOcean centric tutorial which I followed, and henceforth followed with my DigitalOcean box, but presumably it would work on anything running Linux. Boot up any old Ubuntu Box. I built mine on the back of a DigitalOcean, Ubuntu, WordPress on 14.04. Your going to have to read two tutorials, one to install OpenVPN on your box, and the second one you can just skim, its to learn a little about UFW. Follow the first tutorial here to setup your keys, install OpenVPN and install and briefly configure UFW: https://www.digitalocean.com/community/tutorials/how-to-set-up-an-openvpn-server-on-ubuntu-14-04.
The following info can either be obtained by sifting through the comments of the above article, and or reading various man pages or just reading my blog further. So heres a key thing they left out above, immediately following the tutorial, reboot your server or nothing will work. Kinda important yeah? I hope you know how but if you don't a garden variety sudo shutdown -r now works.
Gather up your collage of Client.ovpn, ca.cert, client1.crt, and (be careful exposing your) client1.key; put them in a safe place.
Assuming you want to VPN your OS X Machine, go ahead and download Tunnelbick (open source) (Downloads) and point it to your Client.ovpn file. Connect and you're now browsing in an encrypted manner. Congratulations.
