Install git

Overview

Debian / Ubuntu	sudo apt-get install git
Fedora	sudo yum install git
Windows	Download and install msysGit
OS X	Use the git-osx-installer

In detail

See the git page for the most recent information.

Have a look at the github install help pages available from github help

There are good instructions here: http://book.git-scm.com/2_installing_git.html