Tim has just posted an article regarding how to integrate OpenFeint with cocos2d.
You can read the article here: Integrating OpenFeint with Cocos2D-iPhone Applications
There is an ongoing discussion about the article on the forum: http://www.cocos2d-iphone.org/forum/topic/4412

The link is actually http://pocketworx.com/?p=80
@ross: thanks. fixed.