The best way in my opinion is to install Zend Server Community Edition

1. Download the package called "Linux x86 Installer (RPM/DEB Setup Script)" from zend.com - http://www.zend.com/products/server-ce/downloads
2. Locate and extract the package:
   ZendServer-X.X.X-RepositioryInstaller-linux.tar.gz
3. To change to the directory with the installer scripts run:
   cd ZendServer-RepositoryInstaller-linux/
4. For Zend Server Community Edition with PHP 5.2 Support run:
   ./install_zs.sh 5.2 ce
   if you wnt to install PHP 5.3, run ./install_zs.sh 5.3 ce instead 

After installing, a completion notification will appear, with a notice that the servers have started.

To access the Administration Interface (Web) open your browser at: https://localhost:10082/ZendServer (secure) or http://localhost:10081/ZendServer.

Upon initial log in, you will be prompted to define your password.

If you intend to use PHP and other tools provided by Zend Server Community Edition (pear and pecl) from the command line (PHP CLI), it is recommended that you add the /usr/local/zend/bin directory to your $PATH environment variable:

1. Log in as root or use sudo to execute the following commands
2. Using a text editor, open /etc/profile
3. Add the following lines to the end of the file:
PATH=$PATH:/usr/local/zend/bin
LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/local/zend/lib
4. Save the file
5. In order for this to take effect, close and reopen your shell or run the following command:
source /etc/profile