There are a couple of decent walk-throughs on how to install it for Ubuntu. If you prefer using the graphical interface for Ubuntu, you might check out this page tutorial. If you are comfortable with using a terminal in Ubuntu, this would be more to your liking.
There are plenty of other step-by-step tutorials for other Linux flavors, as well as terminal tutorials for install using APT, YUM, urpmi, YaST2, and RPM. Overall, if you are an Ubuntu, Suse, Fedora, Debian, Mandriva, or Red Hat user, you should have no problem at all finding instructions on using it. For other flavors, you will have to know what you typically use to install things via terminal, or try a google search on it to see if someone has written up a tutorial!