ipTables Tutorial
ipTables is definitely confusing to begin with, but for an unmanaged VPS server it is a completely necessary part. This ipTables tutorial will not necessarily be as in-depth as some which are available, simply as I don't know as much! However, I will link to any ipTables tutorial which I have used or I think is worthy of a read.
UPDATE: Automatically update your iptables with Spamhaus Drop List of Spam IPs