You need to download the source (you probbaly already have it). When you have it in a safe dir open a terminal and run
cd /directory/you/have/it/in
./configure
make
su
(root password when asked)
make install
If you get errors it'll be probably because of missing libraries (but also check if you have gcc installed). Library name will be shown in the error message. If you already have that library, check if you also have libraryname-devel. If not, install that package.
If you don't know what does a specific error message mean, post it.
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