I recently purchased a VPN service from Private Internet Access (PIA), because I wanted to learn about openvpn and thought it would be a neat way to get an outside view of my network. At £25/year, I think PIA is great value.
PIA provides a shell script that you can run to set up the OpenVPN to connect to their servers, but I wanted to know how to do it manually. It took me a while to figure out exactly how to connect to it using Kubuntu's Network Management widget, so hopefully this will save you some trouble.
This method should be the same for any distribution using a recent version KDE's Plasma desktop.