Well, sort of depending on which cpu your running, these are the steps:
1. Download i686-pc-linux-gnu tar file from the
link at Berkeley.
2. cd to the directory you saved the tar file and: tar xf seti*tar
3. cd to the new setiathome-3.08.i686-pc-linux-gnu directory: cd s*gnu
4. Run setiathome for the CLI (or, god forbid, xsetiathome): ./setiathome
5. Once you've given your user info and it's downloaded a WU, stop it with ctrl+c and toss it in the background: ./setiathome 2>&1 /dev/null &
6. Check it out with top and verify that it's now hogging your cpu
You'll want to do all of this at the console, except maybe downloading the client through your browser of choice. On my freebsd and linux machines I usually start seti before starting X when I've rebooted. I use a little alias in my .bashrc file like:
alias seti='cd $HOME/seti && (./seti -proxy 192.168.1.35:5517 &> /dev/null &) && cd $OLDPWD
This will work fine from a console in X though as well..