In another "cut to the chase" kind of post today, this new item on Bnnx.com gives the steps needed to install the Zend Optimizer.
You'll need root access to the server you're installing it on, but after that, it's really a pretty simple setup process. You'll also need to have the webserver up and working with PHP to get it all working (obviously), but having each step laid out for you makes it each.
If you're looking to install this offering from Zend, be sure to check this process out.