Yes it's possible.
To do this, you have already an OpenVPN server installed, and the user created in the server.

The easiest openvpn client is network-manager. If you are using Ubuntu run:

aptitude install network-manager-openvpn

restart network-manager

Now click on the network-manager applet, select configure VPN, and setup a new open-vpn connection.
Set the gateway to you server
Set the type to Password
Point your CA to a copy of your server’s ca.crt and everything should just work

Attached is a simple client configuration file that will work.
Edit it to match your server’s settings where appropriate.
You will need this and your ca.crt in the same directory.

On linux my file is called /etc/openvpn/client.conf

##############################################

# Sample client-side OpenVPN 2.0 config file.

# for connecting to multi-client server. 

##############################################



# Specify that we are a client and that we

# will be pulling certain config file directives

# from the server.

client



dev tun

proto udp



# The hostname/IP and port of the server.

remote my-server-2.domain 1194





# host name of the OpenVPN server.  Very useful

# on machines which are not permanently connected

# to the internet such as laptops.

resolv-retry infinite



# Most clients don't need to bind to

# a specific local port number.

nobind



# Try to preserve some state across restarts.

persist-key

persist-tun



# Certificate Authority

ca ca.crt



# Username/Password authentication is used on the server

auth-user-pass



# Verify server certificate by checking

# that the certicate has the nsCertType

# field set to "server".  This is an

# important precaution to protect against

# a potential attack discussed here:

#  http://openvpn.net/howto.html#mitm

#

# To use this feature, you will need to generate

# your server certificates with the nsCertType

# field set to "server".  The build-key-server

# script in the easy-rsa folder will do this.

ns-cert-type server



# Set log file verbosity.

verb 3



# To start the openvpn client, simply type:

# openvpn --config /etc/openvpn/client.conf

That's it.