In order to connect using OpenVPN from a Mac you need to install Tunnelblick. Tunnelblick is a ready-to-use graphical OpneVPN client for Mac OS X. It comes as an application package with all binaries and drivers included, no manual installation necessary.
For Mac OS X (PowerBook G4)
For Mac OS X (MacBook Pro Intel)
The connection will be active as long as you do not end it or log out of your computer. Putting your computer to sleep or losing contact to the server (by lack of wlan signal, for example) will result in Tunnelblick's attempt to re-establish the connection.
Use "Disconnect" from the drop-down menu to end the VPN connection; use "Quit" to leave the program and to prevent Tunnelblick from starting itself at your next login at your computer.
How do I uninstall Tunnelblick?
Simply move the Tunnelblick.app icon to the trash. There are no other files installed into the system. In case you are wondering: the tun/tap kernel extensions are contained within the .app package and will be loaded only when needed directly from there.