depending on your linux version, there may be a package manager. mine is Debian Linux, for instance. This command can be used to install or uninstall pear:
apt-get install pear
or something like that anyway.
i have also used the php script from pear.org but I did it a little differently. The effect is basically the same but I used a browser I downloaded the php source of that file and pasted it into a php file on my machine. I then visited the page in a web browser. I seem to recall I was able to choose from a variety of options.
Pear is pretty straightforward...a proper installation will put all the pear source files where they can easily be found by using the right include path. As you may or may not know, doing this will cause php to look in several different places for a folder called 'path' containing a file named 'file.php':
include('path/file.php');
if pear is installed properly, it will end up in one of the places that php naturally looks for included files.