You need to get familiar with Linux first. It's not actually that hard if you know a bit about how the command line works on Windows, or even better if you can use a Mac. Try downloading the client version of Ubuntu and have a play around.

Alternatively there is a detailed' how to' on the OpenVPN website: http://openvpn.net/index.php/open-source/documentation/howto.html

Finally, you could also start by downloading a VM appliance to get started: http://www.vmware.com/appliances/directory/cat/0?k=openvpn