How to connect to a VPN with a certificate using the shipped VPN client within Mac OS X 10.6.6?

I'm trying to set up a VPN on a Mac OS X to connect to OpenVPN server.
I've been provided the following files:

• client.key
• client.crt
• ta.key
• ca.crt

I added to the Keychain System client.crt & ca.crt, it worked, but when I try to use a certificate in the VPN authentification configuration I get the following error :

Certificate authentication cannot be used because your keychain does not contain any suitable certificates. Use Keychain Access to import the appropriate certificates into your keychain. If you do not have the certificates required for authentication, contact your network administrator.

Any ideas?

This is not going to work. The built-in VPN uses either PPTP or IPSec while OpenVPN uses SSL, both products are not compatible. Use Tunnelblick instead.

You've to generate pkcs12 file first and then import it into Keychain access.

You can do that by the following command:

openssl pkcs12 -export -clcerts -inkey private.key -in certificate.crt -out MyPKCS12.p12 -name "Your Name"

Then your Keychain access should recognise your certificate.