Easiest way for SOCKS proxy is to use SSH tunnels - I assume you are using Windows so sorry if you are not!
1. Download Putty
2. Open up Putty
3. On the first screen put in the IP address of your VPS
4. On left hand panel, click the [+] next to SSH
5. On the options that appear select Tunnel
6. In source port, select a port that is not being used on your PC - for example 1080
7. Make sure you select the Dynamic option box as well
8. Click add (you should see D1080 appear in the 'forwarded ports box'
9. Click open
10. Tap in your username and password
11. Minimize (DO NOT CLOSE) the putty window
12. In Firefox, now go to Tools Options > Advanced > Network
13. Click Settings > Select Manual proxy configuration
14. In SOCKS host: hostname - localhost / port - 1080 (or whatever you selected in step 6)
15. Okay your way out of all the dialogue boxes
16. In FF address bar type about:config
17. Search for network.proxy.socks_remote_dns
18. Double click the line to make sure the value is set to true (this helps prevent dns leaks)
You should now be browsing via your VPS - check you IP address at
http://showmyipaddress.info to make sure.
Any app that has a SOCKS option can now go through the tunnel.
Hope that helps - questions, just shout