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Entropy (ie the source of random numbers) is generated by keeping an eye on such things as mouse/keyboard use, hardware interupts. However on VPSs some of this is unavailable, so here's the process for using the bitfolk entropy service.

1. Install the package we need:
   sudo aptitude install ekeyd-egd-linux
2. Poke a hole in the firewall:
   sudo iptables --append OUTPUT -p tcp --dport 8888 -d 212.13.194.102 -j ACCEPT
3. Edit the configuration file:
   sudo nano -w /etc/default/ekeyd-egd-linux
   1. START_EKEYD_EGD_LINUX=YES
   2. HOST=212.13.194.102
   3. PORT=8888
   4. WATERMARK=2048
   5. BLOCKS=2
   6. RETRYTIME=10
4. Start the service:
   sudo /etc/init.d/ekeyd-egd-linux start

Since doing this I've noticed that I'm getting fewer SSL connections timingout or taking a while to get started, presumably because there's a much larger amount of entropy available - a factor of 10 to 20 times more.

Further Reading:

1. http://strugglers.net/~andy/blog/2010/06/06/adventures-in-entropy-part-1/
2. http://strugglers.net/~andy/blog/2010/06/07/adventures-in-entropy-part-2/