OSSEC

Maybe the best HIDS.

Installing:
wget http://www.ossec.net/files/ossec-hids-2.6.tar.gz
wget http://www.ossec.net/files/ossec-hids-2.6_checksum.txt
md5sum ossec-hids-2.6.tar.gz
sha1sum ossec-hids-2.6.tar.gz
tar -zxvf ossec-hids-2.6.tar.gz
cd ossec-hids-2.6/
cat INSTALL | more
cat install.sh | more
./install.sh
/var/ossec/bin/ossec-control start

Source:
http://www.ossec.net/main/about