I’ll just go ahead and revive this ancient thread. 
@suman - I think @storinator wanted to connect AS a client, and unless I’m mistaken, the howto you linked to tells you how to setup a server, something for which there’s now a Rock-on included in Rockstor.
I have the same desire as @storinator: I want to set up an OpenVPN client on my Rockstor box, and use that connection for Transmission to do its thing. I’ve found more than one howto on how to achieve that, and if I manage to get it to work, I’d be happy to document the process.
Ideally, however, there’d be a Rock-on for it, or maybe even a place in the web interface to set it up.
I’ll update this thread as I go along.
Edit: this might be related.