You need to talk to your VPS provider to see if they are willing to "tweak" their host node to allow you to add the gre interfaces into your VM. Assuming you can get them, its the same as linux to MT config nothings special.
Give this info to your provider and they should if they are nice do it for you.
/sbin/modprobe ip_gre
/sbin/modprobe sit
vzctl set CTID --features sit:on --save
Make sure they add the one/two modules to load on bootup if the host node ever gets restarted otherwise your machine wont boot correctly.
HTH