Have you tried and confirmed that the latest dd-wrt build doesn't support openvpn? If you want to install openvpn on dd-wrt, you can try setting up optware on an usb drive. However, I doubt you can successfully install openvpn using the repository from openwrt. I previously tried to upgrade openvpn on my F5D8235-4 v2 but it gave me an error that it doesn't support the Kernel on my router. Another option is to try openwrt on your router. I am not sure if the build from openwrt has openvpn already. If not, you still can add it by rebuilding the image.