I think I got it working (at least Trook & whatismyip.com think I'm in Texas). Please help me test the B&N Shop (not Alice screensaver tho, it doesn't seem to work at all).
Same page:
http://nookdevs.com/OpenVPN and the only things changed are the lines concerning busybox and new symlinks. If you followed the original instructions, you will probably need to adb shell rm /system/xbin/bb first and then follow instructions but only carry out ones concerning busybox/symlinks.
If you have any questions or run into problems -- join us on IRC. I *might* be able to hook you up with limited-traffic trial accounts at AwlaysVPN, can't post anything yet, just ping me on IRC.