Creating a VPN between two computesr

What.. is up.

I'm looking to make a direct connection between two computers over the internet, I hear that using VPN is a very good way to do this. I was looking at OpenVPN but I could not get it to work properly, so I gave up on that one pretty quick. It might have been something as simple as ports not being open, but I don't know.

What I'm asking, is does anyone know a good solution to this? Thank-you.