Try searching the repos for lzo. My openvpn uses this fine (though I actually ended up compiling mine from source). When I do a search for lzo I get the following:
lzo-2.02-i586-1vl58 [inst=no]: LZO (a real-time data compression library)
lzo-2.02-i486-2ahl [inst=yes]: lzo 2.02 (Data compression library)
gnutls-1.2.9-i486-4cf [inst=no]: gnutls
My version of openvpn (2.0.5) runs fine against this lzo compression library.
HTH, not sure whether the newer 2.0.9 openvpn work on this library or not.