Does anyone have any links or simple information on how to do this? Basically I bought a bare bones VPS, installed Apache, PHP, etc... but I can't figure how to add my domain's DNS entry.
Based on the minimal information you've supplied I think you're looking in the wrong place. When you registered your domain you must have decided where the DNS for that domain is to be hosted. In most cases that would be on the registrar's DNS servers. Go back there and add the appropriate DNS entry for your server.