Setting up a SSL VPN with OpenVPN from Linux to Windows is just easy-peasy!
On here you can find the necessary information what is required to setup your own CA on Windows, it can create the necessary client keys as well. Configuring a OpenVPN on Linux (Ubuntu) cannto be easier, just stick in the certificates, thats it. The only issue I had was that LZO needed to be enabled. In addition it also support network-only routing, ie. the default gateway on the client is not changed. Thats handy.
I couldnt get it setup on my N900 yet... *g