This can happen when you install RPMForge or other repos with the wrong architecture and here's how you fix it (simply uninstalling won't usually fix it):
solution
yum clean all
yum -y install openvpn
Loaded plugins: fastestmirror, presto
Loading mirror speeds from cached hostfile
* base: mirror.its.sfu.ca
* extras: centos.mirror.nexicom.net
* rpmforge: mirror.cpsc.ucalgary.ca
* up........