@alex-000:

With OpenVPN there's no password. Instead you'll have to get a set of certificate files from your OpenVPN server administrator person. In my case that's currently myself, so that was easy enough.
After installing the certifcate files in /etc/openvpn you'll have to put a configuration file there as well. If you have an openvpn system admin guy for your server then he/she should be able to help with that as well.

If you're used to set a password for your VPN connection then maybe your VPN server isn't OpenVPN at all? Could be MS PPTP or something else.