Here is a quick howto for setting up nginx and php-fpm on a Debian 6 VPS. We will be using the dotdeb repository for this so a big thanks goes to the dotdeb guys for building such reliable Debian packages. This has been tested on a Debian 6 OpenVZ minimal template: First add the dotdeb repo to your sources.list file:
nano /etc/apt/sources.list
add this to the bottom of the file:
deb http://packages.dotdeb.org stable all
Next, add the GnuPG key to your distribution:
wget http://www.dotdeb.org/dotdeb.gpg cat dotdeb.gpg | sudo apt-key add - rm dotdeb.gpg
Update APT:
apt-get update