Git is an open source distributed version control system that hosts a lot of the open source code (including itself). So, installing Git on your Linux machine is a good idea, coz, you will likely end up using it to download something pretty soon
Follow these steps to install Git (I did this on Ubuntu 10.04):
1. Download latest tar or gz file from here.
2. untar it to a local directory.
3. cd to the git directory.
4. run ./configure (or sudo ./configure, if in user mode)
5. run make.
6. if you see the following error: fast-import.c:2848: error: ‘Z_BEST_COMPRESSION’ undeclared (first use in this function).... you are missing zlib1g-dev. If so, install it as follows:
sudo apt-get install zlib1g-dev
and then run make again, it should work this time.
7. run make install