Simplest way to do it is download the application
Google: zend or visit zend.com to download the zend optimizer
http://www.zend.com/store/free_download.php?pid=13
SSH to your server and su root
tar zxvpf ZendFilenameHere.tar.gz
cd ZendDirectory
./install.sh
It will restart apache for you and your server will magically have this pile of shit software you call Zend.
*To test its working create a php.php file with <?php phpinfo() ?> and visit it on the web
You should see Zend appear as included below the top banner image
Zagi - RCN:4930562