OpenVPN comes in two flavors: Open Source Community Edition & Access Server Edition.
Newest stable
community edition can alway be found
here [currently version 2.2.1] and Access Server
here [Currently 1.8.0]
LZO that you linked to, is not related to OpenVPN.
LZO is a portable lossless data compression library written in ANSI C.
OpenVPN is not a compression library.
If you need help with installation go to:
Server Administration ยป Installation Help
Best of luck with your venture.
Solved / Closed