A couple of sites that I support have been hosted by VPSLink for a while now and it was time I got the OpenVPN client in the virtual machine to talk to my server. Setting up OpenVPN was easy enough, as I got the config files and the certs all prepped before hand, getting it to work was a different deal... After the initial failed service openvpn start and a bit more sifting through log files, it turned out that the node for the /dev/net/tun adapter was incorrect! Fixing this was easy after a bit of googling around:

rm -f /dev/net/tun
mknod /dev/net/tun c 10 200
service openvpn start