If you have autotools installed on Linux:

$ sh autogen.sh <prefix>
$ make 
$ make install

Where <prefix> is the desired installation
location. The binary will be installed in 
<prefix>/bin.

Other systems:

See instead:
- http://beta.visl.sdu.dk/cg3.html
- http://beta.visl.sdu.dk/cg3/chunked/
- manual/
