I checked it on Ubuntu 10.04. You can find the latest release of drush at http://drupal.org/project/drush (in my case drush-6.x-3.3.tar.gz). The lines below assume you have sudo access.

cd /usr/local/share/
sudo wget http://ftp.drupal.org/files/projects/drush-6.x-3.3.tar.gz
sudo tar zxvf drush-6.x-3.3.tar.gz
sudo rm drush-6.x-3.3.tar.gz
sudo ln -s /usr/local/share/drush/drush /usr/local/bin/drush
sudo drush

This was piece of cake. Those six lines of code can make Drush work.
But i got an .... Error:

To find out how to solve this look at the {... ? ...} of www.latulipeblanche.com