=Setting up the OpenVPN client Under Ubuntu 10.04 =
There Installing on 10.04 is an similar as below, however, there is a known issue in 10.04 where you put in the settings and after closing the dialogs, the edit dialog has all the certificate filenames replaced with directories from a folder and the custom port checkbox is now unchecked.
The suggestion for 10.04 is to try moving those files into a different folder. (e.g. to the Downloads folder). Another folder name, such as "VPN," should probably work fine. If that still doesn't work, try removing the connection and re-do the whole sequence, except point the dialog to the ones in that new folder.