How do I install APF or any other firewall configuration GUI into the VPS?

First of all you should define which iptables modules are available for VPSes.

Edit /etc/sysconfig/iptables-config and /etc/sysconfig/vz on the hardware node, abd add the modules you need into IPTABLES_MODULES= and IPTABLES= lines correspondingly.

For example, a typical firewall configuration requires the following modules:

ipt_REJECT ipt_tos ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length ipt_state iptable_nat ip_conntrack

The changes will be applied after you restart the vz on the hardware node.

You can also define a list of iptables modules for each VPS using --iptables option of the vzctl utility thusly:

vzctl set 101 --iptables iptable_filter --iptables ipt_length --iptables ipt_limit --iptables iptable_mangle --iptables ipt_REDIRECT --iptables ipt_REJECT --iptables iptable_nat --iptables ipt_state --iptables ip_conntrack --save

You will probably also need to increase the barrier of the numiptent parameter in /proc/user_beancounters using the vzctl utility. This parameter limits the amount of iptables rules which VPS owners are allowed to create.

If you wish to run APF inside of a VPS, be sure that APF is configured with MONOKERN=1.