Automatic installers and binary distributions are available from the download page.
There is a screencast on http://haxecasts.com/video_casts/1
Please note that some newer Macs may not allow you to run the installer unless your security settings allow it. First try to right-click the file and select "Open". If installation fails at this point, go into your System Preferences>Security & Privacy control panel. There should be a message there explaining which application was recently blocked, and a button which allows you to run it. Follow the directions from that point onward and it should work smoothly.