If you're using Windows, run Notepad (or a text editor) as Administrator (Windows Vista or 7 - for XP, it's not necessary), and open the file C:\WINDOWS\system32\drivers\etc\hosts (no file extension, and assuming that C:\WINDOWS is your Windows install folder).
If you're using Linux, use your favorite text editor and open the file /etc/hosts.
If you're using Mac OS X, see this article:
Mac OS X: How to Add Hosts to Local Hosts File
When you have your hosts file open, add the following line (replace my examples with your Linode's IP and your domain name):
Code:
1.2.3.4 example.com www.example.com
It doesn't matter how many spaces you have between each of these "words", or if you're using the <tab> key, as long as there's some whitespace between them.