As a security consultant I often have to deal with machines that are already compromised. The 'official' standpoint is always to wipe the machine alltogether, reinstall your OS, and restore your data and configurations from the backups that you obviously have.
Further to my UK VPS posts, I took out a nice new server at RapidSwitch. I am fully aware of their recent extended outages, however after some quite extensive research,
Installing and Configuring Xen on a Debian Lenny machine is pretty easy. Firstly, install the system:
apt-get install xen-tools xen-utils-3.2-1 xen-linux-system-2.6.26-2-xen-686
xen-linux-system-2.6.26-2-xen-686 comes with the Xen kernel that you'll need. It should install a new kernel as the default, and therefore you'll now need to reboot.
OpenVPN is a popular Windows/Linux VPN Server/Client pair. I think there's a separate GUI available for it if you're so minded. This howto will cover command line usage only.
tcpdump is one of the best network debugging tools available. In it's most basic form, it will print network traffic in terms of a source and destination address to the console, more advanced uses include printing out captured ASCII and simple but powerful filtering.
Setting up an LVM filesystem is quite easy assuming you have the right tools installed and a recent kernel. LVM has a lot of advantages, most notably the ability to take snapshots of the current filesystem - this is why LVM is often used in live database environments.