The Tun/Tap module should be available in all VPS by default.
You can check this by doing:
modprobe tun
modprobe blktap
If they are present you shouldn't get any errors.
On CentOS (and possibly others) you will need to create the necessary devices in /dev/ for it to work.
mkdir /dev/net
mknod /dev/net/tap c 10 200
mknod /dev/net/tun c 10 200
