Just run following command as root on a CentOS / Ubuntu / Debian based VPS or Dedicated Server and follow the prompts to install OpenVPN:
wget https://git.io/vpn -O openvpn-install.sh && bash openvpn-install.sh
Once it ends, you can run it again to add more users, remove some of them or even completely uninstall OpenVPN.
It works even on the cheapest VPS Package provided by hosteons.com