haha ok, you'll most likely need to do a bit of research how to do things or get your host to give you a hand then. Most hosts will throw you in with Suphp, thats not a bad thing but it does give you some restrictions on how you can implement better performance.
I would recommend something like the following :
php Handler - DSO
NginxCP Module - will reduce load and take some strain off of apache, will require fine tuning.
OPCode Cache - Like tifosi said xCache is my recommendation too, I use it on high traffic sites with traffic spikes, xcache has served the best and been the most stable although you'll need to run it to see what it plays ball like with your scripts etc.
Mod_ruid2 ( this will give the same kind of security and permission structure as suphp but with the added bonus of being able to run caching agents )
Assuming running a store your also SSL you could also use
SPDY which which will give SSL sites a boost on top of the caching.
Once the server is up and running with that config you can start to tell your scripts to use Xcache, If you google "Magento and Xcache" there is plenty of documentation to help you.
The server side stuff should give you plenty to do before you start optimising your scripts to squeeze every little bit out of it for example cache headers. Like tifosi said pointed out Optimising and monitoring your server from that point is where you really iron things out.
Note: Many hosts will advise against DSO but generally thats because they think everything will run "fine" with standard apache setups which of course if you have a high traffic site or intensive script like Magento that isnt the case.