At the moment OpenVZ VPS only supports OpenVPN this is due to OpenVZ kernel, so if you want to run PPTP VPN you need to get our Xen VPS as this supports it out of the box, one of our client created this nice easy to follow tutorial.
See:Â http://vpslook.com/tutorials/installing-pptp-vpn-on-xen-vps-with-centos-5-4.html
Update: Some of our OpenVZ node are now customized to support PPTP/PPP, Â client can enable tun/tap and PPP directly from inside VPS Manager under "settings" tab.