A linux based VPS need to allow iptables to respond to ping requests. Follow instructions to create an iptables rule.
If you would like your linux based VPS to respond to ping requests you will need to allow them in iptables. To do this create an iptables rule (never use iptables -F to flush your rules or you will most likely lock yourself out of your SSH session):
SSH into the server using putty (click here for help on using SSH)
Once logged in type:
iptables -I INPUT -p icmp -m icmp --icmp-type echo-request -j ACCEPTiptables-save
You should now be able to ping your server.