@Mascasa recently wrote some excellent instructions on setting up OpenVPN using Amazon Web Services and getting connected with a Mac client:

www.stratumsecurity.com/blog/2010/12/03/shearing-firesheep-with-the-cloud/

It turns out connecting with Windows is easy too. Here’s how I did it…

1. Download and install the OpenVPN GUI for Windows from here (the full Installation Package). Accept all the defaults when installing.
2. Download the same keys and certificates used in the Mac setup (ca.crt, ta.key,yourname.crt and yourname.key) to your Windows machine. You might need a client like WinSCP to pull them off the EC2 server.
3. Download the client template here and rename it to EC2_VPN.ovpn. Open it in WordPad and change the hostname and cert/key filenames (lines 42 and 89-90).
4. Copy all of the files (.key, .crt and *.ovpn) to the OpenVPN configuration directory (usually \Program Files\OpenVPN\config).
5. Right-click on the OpenVPN icon in the system tray and click Connect.

That’s it. Visit IPChicken and check that your Amazon IP appears. And leave a comment if you run into problems.