Installing a SA-MP Server is pretty simple.
First you will want a SSH client like
PuTTY
Install, and enter the IP of your VPS which you should have gotten from your host. It will ask for a username and password also once you connect. This will usually be the username 'root' and your password you gave (Unless they generated one and sent you one in the email)
first thing you want to make sure is that your in the main directory by typing cd ~
then type wget
http://team.sa-mp.com/files/samp03csvr_R2-2.tar.gz
That will download the .tar.gz for linux.
You will now what to extract the tar.gz by typing: tar -zxf samp03csvr_R2-2.tar.gz
Next go into the folder you just extracted by typing: cd samp03 (I think the folder is called that if not type ls and it should show what the folder is called).
Now to make things easier, download a program called
WinSCP. This is basically FTP for linux. Install and connect to your VPS (Pretty simple).
Locate to the samp03 folder and edit server.cfg to whatever you want.
Back to PuTTY, type in
This will start the server (nohup makes the server still run even when you quit PuTTY)
And that's pretty much it.
Edit: Oh and if you get permission errors type (make sure your in the samp03 folder): chmod 700 *