You will need to get some files from your system administrator.
First, the admin has to create a key for you. Then provide you with the server ca.crt file, plus a .crt file and a .key file specifically for you. Those three you add to the /etc/openvpn/ on your N900. In addition you should also get your configuration file, your sysadmin should have one for you, called maybe <yoursite>.conf. That one goes to /etc/openvpn/ too. It may have to be edited to match the two local .crt and .key file names, unless the sysadmin has it all set up for you already. So, get those four files into /etc/openvpn/, and openvpn-gui should see the setup as <yoursite>, i.e. if the config file is called 'work.conf' it'll be seen as 'work' in the gui.
So, get those four files into /etc/openvpn/, and openvpn-gui should see the setup as <yoursite>, i.e. if the config file is called 'work.conf' it'll be seen as 'work' in the gui.
If you use openvpn-applet, you don't have to muck around with anything under /etc/openvpn: you simply use the gui to import the config file and the key/certificate.