From the UncleCode.com blog there's a recent post showing you how to install PHPUnit manually without PEAR if you either don't have the access or just want to install it yourself.

This tutorial is an easy start to test your PHP source code which is build using classes i.e. OOP's with/without wamp/xamp doesn't really matter. The key to PHPUnit installation is set correct include path of your PHPUnit directory and extend correct phpUnit class in test case file.

They give you a quick eight step process that'll have you up and running in no time (including the download of the latest PHPUnit version). He shows how to set the paths in a sample unit test file to point to the right location for PHPUnit based on the root directory of your application. The runner can then find the correct files and classes when you run your tests.