This is for vps, dedicated, etc. Wrote the howto about 10 mins ago.

Login to your server via SSH as root.

Then Type: cd /usr/local/src/

2. Download RKHunter Version 1.3.8

Type: wget http://sourceforge.net/projects/rkhunter/files/rkhunter/1.3.8/rkhunter-1.3.8.tar.gz

3. Extract files

Type: tar -xzvf rkhunter-1.3.8.tar.gz

4. Type: cd rkhunter-1.3.8

5. Type: ./installer.sh --install

6. Setup RKHunter to e-mail you you daily scan reports.

Type: nano -w /etc/cron.daily/rkhunter.sh
Add The Following:
#!/bin/bash
(/usr/local/bin/rkhunter -c --cronjob 2>&1 | mail -s "RKhunter Scan Details" name@domain.com < /var/log/rkhunter.log

Type: chmod +x /etc/cron.daily/rkhunter.sh