XEN VPS allows you to run PPTP/PPP protocol for Virtual Private Networking (VPN) out of the box, all you have to do is enable these modules (run them as root)
# modprobe ppp_async # modprobe ppp_deflate # lsmod | grep ppp ppp_deflate 9793 2 zlib_deflate 21977 1 ppp_deflate ppp_async 15169 1 crc_ccitt 6337 1 ppp_async ppp_generic 30165 6 ppp_deflate,ppp_async slhc 10561 1 ppp_generic
#/sbin/modprobe ppp_mppe
#/usr/sbin/pppd
You should see gibberish in the standard output like
~�}#�!}!}!} }4}"}&} } } } }%}&)Q�}4}'}"}(}"p})
If there is an error message instead, something went wrong.
From that point, you can finish your setup as in a real hardware environment.
finally install pptp vpn ,please do:
#wget http://quickweb.co.nz/download/pptpd.sh
#sh pptpd.sh
(the script will automatically creates  VPN username and password that you can use to dial-up, see instruction bellow for creating VPN connection on Windows)
Create WINDOWS PPP Connection  (use the VPS IP for connection) see
WINDOWS VISTA
WINDOWS 7
WINDOWS XP (Video)
OpenVZ - PPTP/PPP Support:
QuickWeb also supports PPTP/PPP via OpenVZ on some of our nodes,  client can enable tun/tap and PPP directly from inside VPS Manager under "settings" tab.