Please note that this tutorial is out of date. To install current versions of Drush, you should use Composer. Please watch the Installing Drush with Composer video tutorial.
In this video we walk through the steps to install Drush on *nix system (i.e. Linux, Unix, or Mac OS X). Drush is not a normal Drupal project and the installation and set up is quite different than for a module. We cover requirements and downloading, then make sure Drush is executable and in our system $PATH variable so we can use Drush from any directory.