The easiest way of getting an OpenVPN client on mac is with Tunnelblick but you will join the VPN only when you have logged in. Sometimes you need your mac to connect at startup instead and I’ll show you how to do it:
create /etc/rc.local and copy/paste the following three lines in it:
#!/bin/bash
/sbin/kextload /Applications/Tunnelblick.app/Contents/Resources/tap.kext
/sbin/kextload /Applications/Tunnelblick.app/Contents/Resources/tun.kext
then create a Launch script like this for each of the vpn you want to connect to, replacing YOURVPNNAME, YOURCONFIGFILE, YOUR/CONFIG/FOLDER accordingly:
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="1.0">
<dict>
<key>Label</key>
<string>org.openvpn.YOURVPNNAME</string>
<key>OnDemand</key>
<false/>
<key>Program</key>
<string>/Applications/Tunnelblick.app/Contents/Resources/openvpn</string>
<key>ProgramArguments</key>
<array>
<string>openvpn</string>
<string>--config</string>
<string>YOURCONFIGFILE.conf</string>
</array>
<key>RunAtLoad</key>
<true/>
<key>TimeOut</key>
<integer>90</integer>
<key>WorkingDirectory</key>
<string>YOUR/CONFIG/FOLDER</string>
</dict>
</plist>
save each script into /Library/LaunchDaemons/ folder using a name for the file like org.openvpn.YOURVPNNAME.plist, then change the user and group to root:wheel with the following command in a terminal window:
sudo chown root:wheel /Library/LaunchDaemon/org.openvpn.YOURVPNNAME
last commands to register and execute your Launch scripts are:
sudo launchctl load /Library/LaunchDaemon/org.openvpn.YOURVPNNAME.plist
sudo launchctl start org.openvpn.YOURVPNNAME
a restart should be the very last thing to do and once your mac has started you shoud be connected to your vpn network(s)!
enjoy 
UPDATE: the new version of tunnelblick 3.2beta26 does have the the “connect when computer starts” functionality that automatically makes this post obsolete. I’ll just keep it for the records 
This is a nice example of using launchd, but Tunnelblick has had the ability to connect when the computer starts since May 2010.
Comment by Jon — June 2, 2011 @ 12:49 pm
As far as I know, Tunnelblick doesn’t do what I described here natively (I tried) but if you post an example or a reference on how to do it, I’ll be happy to update the post with the alternative method.
Comment by antonio lorusso — June 11, 2011 @ 2:27 pm
Hi! Thanks for your help on that issue, but I keep geting this message on console: “Cannot allocate TUN/TAP dev dynamically”
Comment by Marcelo — July 12, 2011 @ 12:45 pm