Generating 2048 bit long DH parameters with the build.dh script for OpenVPN can take a long time if you are on a small VPS or cloud instance. About 45 minutes on an Amazon EC2 micro instance in fact. For comparison, it only takes a few seconds on a modern Desktop PC.
But here is a great video to kill the time and learn more about Diffie Hellman. By the time you finished watching it the script should also be finished.
It’s fascinating that Diffie and Hellman developed this concept in 1976, way before the world wide web, and that it still plays such an important role.