If you are using Linux VPS and have OS like CentOS, Fedora installed then in that case you can use yum to install any software,
syntax for using yum : yum install <software name>
if software is not avaliable in yum repository then you may download it from http://rpm.pbone.net
and install it using command
rpm -ivh <rpm package name>
you can download it using command wget and link that you get from rpm.pbone.net for downloading particular package.
If you have Debian installed on VPS then you may install package using command apt-get install packagename