Bzip2 is great utility which you can use with your VPS server. if you want to install it on your server just follow the following instructions.

# cd ..
# wget bzip.org/1.0.3/bzip2-1.0.3.tar.gz
# Type: tar zxvf bzip2-1.0.3.tar.gz
# Type: cd bzip2-1.0.3
# Type: make install

With APT:
# apt-get update
#Type: apt-get install bzip.

thats all, you can use Bzip on your server.