  For an Ornstein-Uhlenbeck process driven by a fractional Brownian motion with
Hurst parameter 0<H<1/2, one shows the Berry-Ess\'een bound of the least
squares estimator of the drift parameter. Thus, a problem left in the previous
paper (Chen, Kuang and Li in Stochastics and Dynamics, 2019+) is solved, where
the Berry-Ess\'een bound of the least squares estimator is proved for
1/2<=H<=3/4. An approach based on Malliavin calculus given by Kim and Park
\cite{kim 3} is used
