/dev/net/tun does not exist

Binary package hint: openvpn

Openvpn fails to connect to the openvpn-server of my university. After the credentials are entered, openvpn returns this:

Fri Jan 1 15:38:11 2010 WARNING: No server certificate verification method has been enabled. See http://openvpn.net/howto.html#mitm for more info.
Fri Jan 1 15:38:11 2010 NOTE: OpenVPN 2.1 requires '--script-security 2' or higher to call user-defined scripts or executables
Fri Jan 1 15:38:11 2010 LZO compression initialized
Fri Jan 1 15:38:11 2010 Control Channel MTU parms [ L:1574 D:138 EF:38 EB:0 ET:0 EL:0 ]
Fri Jan 1 15:38:11 2010 RESOLVE: NOTE: openvpn.utwente.nl resolves to 8 addresses, choosing one by random
Fri Jan 1 15:38:11 2010 Data Channel MTU parms [ L:1574 D:1450 EF:42 EB:135 ET:32 EL:0 AF:3/1 ]
Fri Jan 1 15:38:11 2010 Local Options hash (VER=V4): 'd79ca330'
Fri Jan 1 15:38:11 2010 Expected Remote Options hash (VER=V4): 'f7df56b8'
Fri Jan 1 15:38:11 2010 Socket Buffers: R=[112640->131072] S=[112640->131072]
Fri Jan 1 15:38:11 2010 UDPv4 link local: [undef]
Fri Jan 1 15:38:11 2010 UDPv4 link remote: [AF_INET]130.89.254.235:1194
Fri Jan 1 15:38:11 2010 TLS: Initial packet from [AF_INET]130.89.254.235:1194, sid=1bffb8de bcfe4aa4
Fri Jan 1 15:38:11 2010 WARNING: this configuration may cache passwords in memory -- use the auth-nocache option to prevent this
Fri Jan 1 15:38:11 2010 VERIFY OK: depth=2, /C=US/O=GTE_Corporation/OU=GTE_CyberTrust_Solutions__Inc./CN=GTE_CyberTrust_Global_Root
Fri Jan 1 15:38:11 2010 VERIFY OK: depth=1, /C=BE/O=Cybertrust/OU=Educational_CA/CN=Cybertrust_Educational_CA
Fri Jan 1 15:38:11 2010 VERIFY OK: depth=0, /C=NL/ST=OV/L=Enschede/O=University_of_Twente<email address hidden>
Fri Jan 1 15:38:12 2010 Data Channel Encrypt: Cipher 'BF-CBC' initialized with 128 bit key
Fri Jan 1 15:38:12 2010 Data Channel Encrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Fri Jan 1 15:38:12 2010 Data Channel Decrypt: Cipher 'BF-CBC' initialized with 128 bit key
Fri Jan 1 15:38:12 2010 Data Channel Decrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Fri Jan 1 15:38:12 2010 Control Channel: TLSv1, cipher TLSv1/SSLv3 DHE-RSA-AES256-SHA, 1024 bit RSA
Fri Jan 1 15:38:12 2010 [openvpn.utwente.nl] Peer Connection Initiated with [AF_INET]130.89.254.235:1194
Fri Jan 1 15:38:14 2010 SENT CONTROL [openvpn.utwente.nl]: 'PUSH_REQUEST' (status=1)
Fri Jan 1 15:38:14 2010 PUSH: Received control message: 'PUSH_REPLY,route 130.89.254.224 255.255.255.224 net_gateway,route-gateway 130.89.104.1,route 130.89.0.0 255.255.0.0,dhcp-option DNS 130.89.2.2,dhcp-option DNS 130.89.2.3,ping 10,ping-restart 120,ifconfig 130.89.106.215 255.255.248.0'
Fri Jan 1 15:38:14 2010 OPTIONS IMPORT: timers and/or timeouts modified
Fri Jan 1 15:38:14 2010 OPTIONS IMPORT: --ifconfig/up options modified
Fri Jan 1 15:38:14 2010 OPTIONS IMPORT: route options modified
Fri Jan 1 15:38:14 2010 OPTIONS IMPORT: route-related options modified
Fri Jan 1 15:38:14 2010 OPTIONS IMPORT: --ip-win32 and/or --dhcp-option options modified
Fri Jan 1 15:38:14 2010 ROUTE default_gateway=192.168.2.1
Fri Jan 1 15:38:14 2010 Note: Cannot open TUN/TAP dev /dev/net/tun: No such file or directory (errno=2)
Fri Jan 1 15:38:14 2010 Note: Attempting fallback to kernel 2.2 TUN/TAP interface
Fri Jan 1 15:38:14 2010 Cannot allocate TUN/TAP dev dynamically
Fri Jan 1 15:38:14 2010 Exiting

ProblemType: Bug
Architecture: i386
Date: Fri Jan 1 15:28:03 2010
DistroRelease: Ubuntu 10.04
InstallationMedia: Kubuntu 10.04 "Lucid Lynx" - Alpha i386 (20091224)
Package: openvpn 2.1~rc20-2ubuntu1
ProcEnviron:
 LANGUAGE=nl_NL:nl
 LANG=nl_NL.UTF-8
 SHELL=/bin/bash
ProcVersionSignature: Ubuntu 2.6.32-9.13-generic-pae
SourcePackage: openvpn
Tags: lucid
Uname: Linux 2.6.32-9-generic-pae i686