For anyone interested in getting OpenVPN running on our Slate, there's a thread at XDA where the modules have been built...tun.ko is the main one, cifs.ko if you want to be able to mount Windows/Samba shares. The OpenVPN Settings app available on Market does spam the notification area, and a couple of workarounds are posted there to tide us over until such time as someone fixes the bug.
XDA thread
XDA thread