It seems that since the upgrade to 
Android 4.3 the 
OpenVPN Installer App is not working for me any more. I get some error saying 
/system cannot be mounted writeable (rw).
However, it is still possible to
 install the openvpn binary per hand... and it is not as complicated as it seems! This guide only works on rooted devices and is written for Linux users, however the lower part should also work on Windows and Mac.
At first you need to get the 
Android Debug Bridge binary and install it on your computer (I just put it into $HOME/bin).
Then 
download the latest 
OpenVPN Installer APK - we need to extract the openvpn binary from this package:
wget http://android-openvpn-installer.googlecode.com/files/OpenVPN-Installer-0.2.4.apk
To 
extract the xbin-binary, you can use 
FileRoller on 
Gnome or any other tool. Here is an example of how do it with the terminal only:
unzip OpenVPN-Installer-0.2.4.apk assets/openvpn-2.1.1-static-xbin
mv assets/openvpn-2.1.1-static-xbin openvpn
rm -r assets
Now use adb to push the 
binary to your phone/tablet's "sdcard" (external storage):
adb push openvpn /sdcard/
The next two commands will open a shell and give us
 root access on your Android device. Everything you type afterwards happens directly on your device, so be careful!
adb shell
su
Now we need to 
mount /system as writeable to be able to make changes. Next we copy the 
binary to its 
final location and delete it on the sdcard (unfortunately moving is not possible). After we changed the 
file-permissions so that the binary can be executed, we need to 
mount /system as read-only again:
mount -o remount rw /system
cp /sdcard/openvpn /system/xbin/
rm /sdcard/openvpn
chmod 755 /system/xbin/openvpn
mount -o remount ro /system
Everything should be done now. Close the connection to your device by typing 
exit two times and try to use
 OpenVPN Settings! The installer app will also 
show you "Binary installed" if everything worked!