Download the gzipped tarball, extract it and run the installation script.
download:
# wget http://downloads.rootkit.nl/rkhunter-.tar.gz
Note: It doesn't matter where you save the tarball
extract:
# tar zxf rkhunter-.tar.gz
installation:
# cd rkhunter
# ./installer.sh
Or you can create a RPM file with the integrated rkhunter.spec file and install your own package
rpmbuild -ta rkhunter-.tar.gz
For more details, visit: http://www.rootkit.nl/