The way to install a lot of services and scripts involves accessing your server via SSH (Secure SHell). This can be done easily with a free program called PuTTY.
Step 1: Download the correct version of PuTTY for your Operating System at PuTTY's Download Page.
Step 2: Open PuTTY and enter your VPS's server into the "Host Name (or IP address)" text box. Leave the "Port" box set to 22 as default. Click the "Open" button at the bottom of the window and it will change to a black box with a white cursor.
Step 3: Wait for the prompt to say "login as:" and enter "root" (without quotes). Press the "Enter" key and wait.
Step 4: When prompted for the password, enter the password you provided at signup. Press the "Enter" key and wait.
Step 5: It will come up with a prompt similar to server # (this is intended to be your hostname entered at signup and then a number sign).
You are now logged into SSH and you can run commands.