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Now you got them spanking new VPS. What should you do with them (if you are not a developer)?
 
1. Seedbox - high availability high speed torrent client
2. VPN Server - exist as someone your VPS is located
3. HTTP server

To access your VPS in a command line environment, you need a SSH client like PuTTy, and use it to connect to your VPS with your VPS's public facing IP address.

Setup Seedbox

We'll be using uTorrent. Assuming you're using Ubuntu and logined as root.
 
1. Go to http://www.utorrent.com/downloads/linux and click on the corresponding Download Now. At the download page, copy the "Click Here" link.
 
2. At the SSH console, type this.

wget <copied link>

3. Type

ls -l

 4. You should see something like this

 root@server:/home# ls -l
total 9212
-rw-r--r-- 1 root root 2246586 Nov  5 13:09 index.html

 Rename the file by typing

mv index.html ut.tar.gz

 Then untar the whole thing by typing

tar xzvf ut.tar.gz

 Type ls -l again and  the file should be untarred.

root@server:/home# ls -l
total 9212
-rw-r--r-- 1 root root 2246586 Nov  5 13:09 index.html
drwxrwxr-x 4 1000 1000    4096 Dec 26 02:42 utorrent-server-alpha-v3_3

5. Create a folder that will contain your torrent files and torrent by typing this

mkdir /home/torrent

and

mkdir /home/torrent/temp

 
6. When you're done, cd into the untarred folder by typing

cd utorrent-server-alpha-v3_3 (or whatever name the untarred folder is)

7. There, to start the client, type

./utserver

The console will show nothing. Relogin to your VPS by duplicating the session or creating a new session.
 
8. Connect to uTorrent by typing this to your web browser

http://<your vps ip address>:8080/gui 

the username is "admin", password is blank.
 
Next, click on settings (green wrench) and under enter these.
 
You're set to download/seed!
 

Setup L2TP/IPSEC/OpenVPN/MS-SSTP VPN

The easiest method to do this is use softether by Tsukuba University. Assuming you're using a 32-bit Ubuntu.
 
1. Get the dependencies to build softether

apt-get update

then

apt-get install build-essential -y

2. Get the softether server software by typing

wget http://www.softether-download.com/files/softether/v2.00-9387-rtm-2013.09.16-tree/Linux/SoftEther%20VPN%20Server/32bit%20-%20Intel%20x86/softether-vpnserver-v2.00-9387-rtm-2013.09.16-linux-x86-32bit.tar.gz

3. Untar it

tar xzvf softether-vpnserver-v2.00-9387-rtm-2013.09.16-linux-x86-32bit.tar.gz

 4. cd into the untarred folder

cd vpnserver

5.  Build it

make

Agree and accept all terms and conditions.
 
6. If the all the test passes, which is shown during last phase of build, type this to start the VPN server.

./vpnserver start

Note: The network test does not necessarily needs to be passed. If your VPS has unrestricted access to internet and has a public IP address, the VPN should work.

7. Download VPN server manager for Windows
 
http://www.softether-download.com/files/softether/v2.00-9387-rtm-2013.09.16-tree/Windows/SoftEther%20VPN%20Server%20and%20VPN%20Bridge/softether-vpnserver_vpnbridge-v2.00-9387-rtm-2013.09.16-windows-x86_x64-intel.exe
 
Choose to install the server manager.

8. Fire the Server Manager software, and click New Setting. Enter your VPS's public IP address to the Host Name field, and leave the password blank and press OK. Click connect.

You'll be prompted to enter a new password on first connect.
You'll be asked to setup L2TP connection, all you have to do is click Yes to everything as it will be setup automatically.
9. Click on "IPSEC / L2TP setting" and under the "IPsec Pre-Shared Key" field enter a password. Click OK when done.

9. There is a hub called "DEFAULT". Click on it an then click on "Manage Virtual Hub"

10. Click on "Virtual NAT and Virtual DHCP Server (SercureNAT)" and enable the SecureNAT. Exit the window.

11. Click on "Manage Users". Select the Auth Type as Password Authentication. Enter the desired password and username. You can leave other settings as they are optional.

You're set to connect to your VPN!