I have my VPS now, with ubuntu 9.10 OS.
I wonder about SSH.
What is it for, and how do I use it?
Also, in which order should I install apps on my server? (ex: PuTTY, IPTABLES, LAMP etc...)?
That depends entirely on what you want to do with your VPS. Based on the question, I suspect you still have some reading to do. For example, LAMP isn't an application, it's a group of software that's commonly used for web applications and hosting.
As for SSH, it's the secure shell. People use it to get a secure interactive session with the server for management purposes. PuTTY is a client which supports SSH connections. It's not something you install on the server. Use that on your computer to initiate SSH connections with the server once it has an SSH server daemon installed.
I would highly recommend hitting up Google for the definitions on what the individual software packages do, then come back here with more specific questions. Good luck!
I recommend you to read the Ubuntu server guide that explains most questions for beginners. For your version of Ubuntu, you can find the guide at