
If you care, PEM stands for "Privacy Enhanced Mail" format. Paste the content of your "Diffie-Hellman PEM" ( dh1024.pem) into the " DH PEM" field. Paste the content of your server key ( server.key) into the " Private Client Key" field. Paste the content of your server certificate ( server.crt) into the " Public Client Cert" field. Paste the content of your certificate authority certificate ( ca.crt) into the " CA Cert" field. This is to simplify, and allow you to focus strictly on one source of errors at a time. There's a checkbox on the DD-WRT Security->Firewall screen. You really want to work out your VPN from inside your LAN before you put it outside your LAN. I'm going to get VPN working on the wireless router, and then I'll turn down the wired router and replace it with the wireless router.
In my case, I have two routers: A wired router connected to the Internet, and a wireless router, which is connected to the wired router via Ethernet. I won't cover setting up the keys and certificates, because that is well documented elsewhere and it works as documented.
It is almost easy, but there are a few non-obvious points. I wanted to set up OpenVPN, to protect myself from Firesheep when web browsing from the local free WiFi.