output is :
FATAL: Could not load /lib/modules/2.6.18-128.2.1.el5.028stab064.8PAE/modules.dep: No such file or directory
the tun module is not compiled into server's kernel ?
w4:
With a VPS, you will not be able to run that command. Remember, OpenVZ VPS Containers rely on the kernel of the server node your container is on. There are several things with the kernel you will not be able to do. Tun though is most definitely setup.
[root@customer ~]# lsmod |grep tun
tun 17536 0
Looks like you already found the device location in /dev/net/tun