That's a good question, actually. I've never used OpenID so I have no idea what's involved in that, but I'll make a (mental?) note to look into seeing if it works (and probably fixing it) soon.
The simplest way to do it is to open a browser view to the login page, then let the user do whatever and just watch the cookie store for the appropriate key. As soon as it shows up, close the browser and use that key in the app. This works for all the login methods.