You do need busybox. I'm on the CM7 rom as well, which includes both busybox and the openvpn binary. I then use the OpenVPN Settings app from the market to connect to the VPN. Make sure you go into advanced settings and set the path to the tun.ko module and tell it to load it. Or manually load it some other way. The config files I set up a long time ago just using adb shell on my phone and copied them and the keys to the fire's SD card. The tun.ko came from this thread.
Thanks for the answer, I've installed busybox (let Superoneclick do it for me) and used the OpenVpn Installer app to install it, I've also changed the setting via OpenVpn Settings app. I'm almost there, just it seems my script is still fishy, I get the message "Cannot load certificate file". I've tried to change the ovpn file to direct path but no success yet. (I've the key and cer files in the /sdcard/openvpn dir as well)
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