usb key firewall and openvpn

[teddy mills]

I would like to run a reasonably secure firewall and openvpn off a usb key.

I have been using IPCOP running off a hard disk and it has been a Tux 
warrior
(300GB/month for a year without an error or downtime, deserving full 
honours)
I know that IPCOP includes VPN, but I would like to use OpenVPN instead 
of NX.


I figure

Ubuntu 8.10 on USB key
apt-get install openvpn
apt-get install some_ubuntu_firewall ?

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