I also was hoping for a bit more of a "newbie friendly" guide so I went away and found this - http://www.servermom.com/how-to-build-o ... s-6-x/732/
I got to stage 8 and it didn't work:
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[root@garethgroup 2.0]#
[root@garethgroup 2.0]# chmod 755 *
[root@garethgroup 2.0]# source ./vars
**************************************************************
No /etc/openvpn/easy-rsa/2.0/openssl.cnf file could be found
Further invocations will fail
**************************************************************
NOTE: If you run ./clean-all, I will be doing a rm -rf on /etc/openvpn/easy-rsa/2.0/keys
[root@garethgroup 2.0]# ./vars
**************************************************************
No /etc/openvpn/easy-rsa/2.0/openssl.cnf file could be found
Further invocations will fail
**************************************************************
NOTE: If you run ./clean-all, I will be doing a rm -rf on /etc/openvpn/easy-rsa/2.0/keys
[root@garethgroup 2.0]# ./clean-all
[root@garethgroup 2.0]# ./build-ca
grep: /etc/openvpn/easy-rsa/2.0/openssl.cnf: No such file or directory
pkitool: KEY_CONFIG (set by the ./vars script) is pointing to the wrong
version of openssl.cnf: /etc/openvpn/easy-rsa/2.0/openssl.cnf
The correct version should have a comment that says: easy-rsa version 2.x
[root@garethgroup 2.0]#

Thanks,
Beanie.
Additional:
I have located the file with this information:
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[root@garethgroup 2.0]# find . -name openssl.cnf
./easy-rsa-2.2.0_master/easy-rsa/1.0/openssl.cnf