First, create a directory where the djbdns related software will be downloaded to. So that you stay on the same page as me, I would reccomend creating the following download directory:

mkdir /downloads

cd /downloads

Now you must download the djbdnsrocks.org software bundle. You can download it right here, or download it directly to your system like so:

wget http://www.djbdnsrocks.org/downloads/djbdnsrocks.tar.gz

Now let's unpack it...

tar zxvf djbdnsrocks.tar.gz

cd djbdnsrocks

OK, we've got the software ready to go. Let's install djbdns...

Proceed to step 3