To connect to your Linux VPS or Dedicated Server, you need a ssh client. We recommend using putty, as it is a basic, easy to use ssh client. You may download putty from here: http://www.prohosterz.com/clients/downloads.php?action=displaycat&catid=1
You will see this once you open up putty:
You basically don't have to do anything else except to enter the IP of your server, which you should get in the email with the account information. Enter the IP in the section where it says "Host Name (or IP Address)." Leave port to 22 unless you changed the port to something else. Then hit enter. It will pop up something like this:
Just select yes and you will be prompted to login.
Login as: (this part is the username, this is most likely going to be root or admin, see your email with the account info for it)
Password: (you get this in your email with the account info)
Then you should be all set!