Fix ICMP & set up OpenVPN on a VPS

We have a VPS we administer through Plesk and SSH. CentOS. Objective #1: Fix ICMP so pinging to or from the VPS works. Objective #2: Set up OpenVPN for at least routed VPN. Details: When I try to ping another host from it (e.g., [login to view URL]), I get: ping: sendmsg: Operation not permitted Pinging the VPS from the outside also fails. But address resolution (to and from) works fine. SSH also works, as does lynx (the text-based browser). That tells me TCP seems to be ok. There could be multiple problems, and this may be related to messing around with OpenVPN and bridging network adapters. The VPS runs on OpenVZ. We want OpenVPN to work, too, at least in the routed configuration. (Eventually we want bridged, too, if possible.)