Here is how I got OpenVPN working with my current provider (Giganews/VyprVPN). I am using DD-WRT 16785 build on WZR-HP-G300NH. I had to build some manual scripts to achieve this as my VPN provider doesnt fully support OpenVPN inside DD-WRT but with some leg work I took info from Win7 OpenVPN scripts they provide and made it work. You will need to have a descent understanding of your VPN provider info and how to configure a router in DD-WRT admin page. Having PuTTY (program) for accessing the SSH side of the router is a major plus but also advanced.
First thing you will want to do is go inside to the Administration>Commands Tab.
You will have to do each one of these individually then save to their respective sections. First we'll start with the startup script. the parts in BOLD/ITALICS you will need to change to match your Provider accordingly. Do not change the formatting of anything just highlight, copy paste (obviously make the necessary changes to the bold italic sections though. Easiest if you paste into notepad make changes then copy paste into router.) After you do these reboot and it should connect after about a minute or 2.
STARTUP SCRIPT COPY & PASTE, MAKE NECESSARY CHANGES BELOW THEN SAVE AS STARTUP SCRIPT
mkdir /tmp/openvpn
echo "-----BEGIN CERTIFICATE-----
-----END CERTIFICATE-----
"> /tmp/openvpn/ca.crt
echo "iptables -A POSTROUTING -t nat -o tun0 -j MASQUERADE"> /tmp/openvpn/route-up.sh
chmod +x /tmp/openvpn/route-up.sh
echo "iptables -D POSTROUTING -t nat -o tun0 -j MASQUERADE"> /tmp/openvpn/route-down.sh
chmod +x /tmp/openvpn/route-down.sh
echo "USERNAME GOES HERE
PASSWORD GOES HERE"> /tmp/openvpn/vpn.user
echo "client
dev tun
proto udp
remote VPN PROVIDER IP/HOSTNAME and PORT ex VPN.PROVIDER.COM 1194
resolv-retry infinite
nobind
persist-key
persist-tun
persist-remote-ip
ca ca.crt
tls-remote VPN PROVIDER IP/HOSTNAME and PORT ex VPN.PROVIDER.COM?
auth-user-pass vpn.user
comp-lzo
verb 3
auth SHA256
cipher AES-256-CBC
keysize 256
tls-cipher DHE-RSA-AES256-SHA:DHE-DSS-AES256-SHA:AES256-SHA"> /tmp/openvpn/myopenvpn.conf
sleep 60
openvpn --config /tmp/openvpn/myopenvpn.conf --route-up /tmp/openvpn/route-up.sh --down /tmp/openvpn/route-down.sh --daemon
FIREWALL SCRIPT REQUIRED COPY & PASTE THEN SAVE AS FIREWALL SCRIPT
iptables -I FORWARD -i br0 -o tun0 -j ACCEPT
iptables -I FORWARD -i tun0 -o br0 -j ACCEPT
iptables -t nat -A POSTROUTING -o tun0 -j MASQUERADE?
CUSTOM SCRIPT COPY & PASTE THEN SAVE AS CUSTOM SCRIPT
killall openvpn
openvpn --config /tmp/openvpn/myopenvpn.conf --route-up /tmp/openvpn/route-up.sh --down /tmp/openvpn/route-down.sh --daemon?
Next in the commands shell block type/copy paste the following sh /tmp/custom.sh then select run command (this should connect the VPN without needing to reboot or reconnect if having issues with your connection)
Finally you can goto www.whatsmyipadress.com verify you are routing through your VPN IP instead of your normal ISP IP.
Now there are some more advanced things that can be done from PuTTY interface that would need to be setup but I am not sure your ready for that just yet. See how this goes and if you can get past this.