I have set up OpenVPN as well (just got my n900 last night).

Not sure what the applet does, didnt try installing it. But it works fine the normal way (terminal).

As for the openvpn vs ssh security thing, I think the OPPOSITE of what techdork said is true. SSH (unless you use encrypted pre-shared keys) is LESS secure than OpenVPN, which uses certificates by default. Password SSH is susceptible to snooping (at least during the handshake), and man-in-the-middle attacks (at least the first attempt at connecting is).

Anyone disagree?