Since OpenVZ is container based virtualization, it doesn't support loading kernel modules. Iptables should be working out of the box, and you can enable Tun/Tap and PPP from within our SolusVM control panel. If you are having issues please open a support ticket.

On Xen you can load your own kernel modules, so if they are not available by default simply run "modprobe tun" for tun/tap and simular commands for iptables and ppp. Again if you are having issues please open a support ticket.