ConfigServer Firewall, or CSF, is a common Linux security suite. Log in to your VPS as the root user and run the following commands to install CSF:
# rm -fv csf.tgz
# wget http://www.configserver.com/free/csf.tgz
# tar -xzf csf.tgz
# cd csf
# sh install.sh
If WHM/cPanel is installed on your server, you can configure CSF from WHM, otherwise edit the files in /etc/csf.
For more information, see: http://configserver.com/cp/csf.html