perfectly working .deb packages on www.webmin.comInstall it
dpkg -i <package name>install openvpn
apt-get install openvpn
then start webmin
go to your browser
Browse with https to your sheevaplug with port 10000 (like https://192.168.1.xxx:10000
You should see webmin login screen. Use a user with sudo possibility.
In the section 'networking' you should see 'openvpn'
From there you create a CA, create a key in it, and create a vpn.
You can click on 'export' to get a tarball with certificate files you need on your client (including the ovpn config file).
The exact procedure slipped my mind but puzzling around should get you there.
Works quite nice.
But, like I said, I really prefer a pptp vpn server and connect with any windows box.