Enable OpenVPN.  Select your config to turn on the tunnel.  Then you should see a prompt in your notification status prompting for a password.  My Droid X connected to the network after that.
 
There's one final step.  If you remember you manually ran the insmod /system/lib/modules/tun.ko command but when you reboot your phone the module will no longer be loaded.
 
Go into the settings for the "OpenVPN Settings" app and modify the TUN module settings.
* Set "Load module using" to insmod.  
* Set "Path to tun module" to /system/lib/modules/tun.ko
[[Category: VPN]]