I have Ubuntu, Apache2, php5 and remote MySQl running now.
So I want to install Zend Optimizer on it as well.

1. download from zend website [url]www.zend.com[/url], after you register.
2. extract the download file to anywhere you like. tar -xvzf XXX.tar.gz
3. cd in that dir and install it. sudo ./install

During the installation, you need provide path for zend
/usr/local/Zend
php.ini location like /etc/php5/apache2
apache2 control path like /usr/sbin/apache2ctl
apache2 binary path like /etc/init.d/apach2

Done.

asking you restart Apache2, it's better do it manually, because installer only restart from httpd.conf not apache2.conf under /etc/apache2.

so just do it.
sudo /etc/init.d/apache2 restart

all done.