I don't think you're going to find a way to use existing SSH keys with OpenVPN. OpenVPN needs X.509 certificates to operate, and I don't believe that OpenSSH will use x.509 certificates w/o patching (see http://roumenpetrov.info/openssh/).
The key to understanding OpenVPN and assymetric encryption is to understand how a PKI works. The OpenVPN server is configured with its own certificate, and accepts client certificates only if they're signed by the same CA as has signed its own certificate.
In the official HOWTO (http://www.openvpn.net/index.php/open-source/documentation/howto.html) you're run through creating a CA public/private key pair and certificate (the "master CA" as the doc refers to it) and then creating certificates for the server and 3 clients. You don't have to do this on the OpenVPN server machine (and, in fact, it's a good idea not to).
The HOWTO has you use some scripts in the OpenVPN distribution to manipulate the OpenSSL command-line tools (the "easy-rsa" scripts). If you can spend some time getting comfortable with the OpenSSL command line tool you'll have even better luck. For playing around, the easy-rsa scripts and the HOWTO are fine.
For the best security you'll create a CA on an offline computer (i.e. no or minimal network connectivity) and certificate requests (public/private key pairs) on the OpenVPN server and each client. You'll ship the certificate requests to the CA through some means, sign the requests at the CA, then ship the resulting certificates back to the various machines. That keeps the private keys from ever crossing the wire and keeps the CA safe from compromise.