Install network-manager-openvpn-gnome from Ubuntu Software Center (usually this is hidden from search results when searching for openvpn unless you click "Show XX technical items" at the bottom of the window). Or synaptic package manager on Debian

Or can use terminal (Ctrl+Alt+T):

sudo aptitude install network-manager-openvpn-gnome
sudo service network restart
After this the option to connect to an openvpn VPN will appear under the

network manager -> vpn connections -> configure vpn > Openvpn
Import the server you want opvn file it should just then need your username and password. save

Then click network>vpn connections> select one you setup and then check your ip it should reflect something different then what your local ip is.

http://www.whatismyip.com/ to check your ip