Amazon AWS (Amazon AMI) installing OpenVPN

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http://unix.stackexchange.com – I'm trying to set up OpenVPN on AmazonAWS. I'm pretty new to Linux so I followed a tutorial. I ran yum -y install openvpn and I received a message saying it was successfully installed. The next step was to copy the files in /usr/share/openvpn/easy-rsa/2.0/ to /etc/openvpn/easy-rsa/. Much to my surprise, the /usr/share/openvpn/easy-rsa/ directory was empty. I tried to uninstall and reinstall OpenVPN and the result was the same. I tried to install easy-rsa seperately, but I didn't find it in the yum package list. Can anyone help me install OpenVPN? (HowTos)