Quick guide for Ubuntu
1. Download
https://bitcoin.org/bin/0.9.1/bitcoin-0.9.1-linux.tar.gz2. Open file, then click 'Extract'-button. Extract the files in your home folder.
3. Open terminal, enter:
sudo cp ~/bitcoin-0.9.1-linux/bin/64/bitcoin-qt /usr/bin #(or 32 instead of 64 if you have 32-bit Ubuntu)
Done.