Using OpenVPN on a VPS may be for the privacy (whatever that means) conscious. After reading this thread, I went ahead and disabled lighttpd's accesslog by commenting out the following in /etc/lighttpd/lighttpd.conf.
#"mod_accesslog"
#accesslog.filename = "/var/log/lighttpd/access_log"
It would likely be overwritten after an upgrade, and I'm not sure of any other way to disable it.