This one works for me on upgrading openssl.
1. Check your openssl version
# openssl version
OpenSSL 0.9.8e-fips-rhel5 01 Jul 2008
2. Download latest version of openssl
http://www.openssl.org/source/
or you may command
wget http://www.openssl.org/source/openssl-1.0.0d.tar.gz
3. Extract openssl-1.0.0d.tar.gz
Go to openssl-1.0.0d directory
# make clean
# ./config shared –prefix=/usr –openssldir=/usr/local/openssl
# make && make test
# make install
4. Done
5. Check the if you you have the latest version
# openssl version
OpenSSL 1.0.0d 8 Feb 2011
Enjoy….. ^__^
jednosis 
I dont receive any error when installing OpenSSL 1.0.0d but I receive error from installing stunnel it says:
error: #error OpenSSL library compiled without thread support ….
This is weird, when i use this ( ./config shared –prefix=/usr –openssldir=/usr/local/openssl ) seems not working with stunnel.
When i try installing openssl ./config without prefix seems it works with stunnel.
Should you encounter error installing stunnel try reinstalling openssl with this ./config
++++
cd openssl-1.0.0d
./config
make
make && make test
make install
Thanks.
It went fine…
The only change I did was changed
./config shared –prefix=/usr –openssldir=/usr/local/openssl
to
./config shared –prefix=/usr –openssldir=/usr/local/openssl
(two hyphen before options)