Can't update linux kernel on VPS
You cannot run your own kernel on a VPS using OpenVZ. You would have to upgrade from OVH's VPS Classic service to their VPS Cloud service, which runs VMware and would allow you to run a customised kernel.
Please note that OVH now offers images supporting Docker for this VPS service: http://www.ovh.co.uk/vps/operating-system.xml#Dev
You can install the following distributions on your VPS:
- Ubuntu Docker (Ubuntu 14.04)
- Ubuntu Docker (Ubuntu 15.04)
You will have to reinstall your VPS though, and I don't know which version of Docker they support.