Homebrew helps you install the UNIX tools that didn't come with OS X.
Install Xcode and then run this script: http://gist.github.com/323731
If you want to install Homebrew somewhere other than /usr/local see the installation instructions.
Alright then… as long as you're sure:
cd /usr/local
sudo chown -R $USER .
curl -sf http://github.com/mxcl/homebrew/tarball/master | tar xz --strip 1
The wiki can answer your remaining questions.
I'm Max Howell and I'm a splendid chap.