pptp on a virtual machine

[Toba <toba@tsepa.net>]

Hello,
I try to install pptpd on a virtual machine but it fails when I try to log in.
syslog said: 

Jun  5 01:39:07 vps2 pptpd[545]: CTRL: Starting call (launching pppd, opening 
GRE)
Jun  5 01:39:07 vps2 pppd[546]: Plugin /usr/lib/pptpd/pptpd-logwtmp.so loaded.
Jun  5 01:39:07 vps2 pppd[546]: This system lacks kernel support for PPP.  
This could be because the PPP kernel module could notbe loaded, or because PPP 
was not included in the kernel configuration.  If PPP was included as a module, 
try `/sbin/modprobe -vppp'.  If that fails, check that ppp.o exists in 
/lib/modules/`uname -r`/net. See README.linux file in the ppp distribution for 
more details.
Jun  5 01:39:07 vps2 pptpd[545]: GRE: read(fd=6,buffer=8058640,len=8196) from 
PTY failed: status = -1 error = Input/output error, usually caused by 
unexpected termination of pppd, check option syntax and pppd logs
Jun  5 01:39:07 vps2 pptpd[545]: CTRL: PTY read or GRE write failed 
(pty,gre)=(6,7)
Jun  5 01:39:07 vps2 pptpd[545]: CTRL: Reaping child PPP[546]


But there is nothing in /lib/modules

vps2:~# ls /lib/modules/
vps2:~#
vps2:~# uname -a
Linux vps2.samyount.info 2.6.24-vz-hostnoc-4.0.0-i386-libata #1 SMP Wed Dec 3 
19:08:12 EST 2008 i686 GNU/Linux
vps2:~#

So how can I install ppp module?

Thanks in advance,

Toba