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The above questions I just commented make all the difference if you are set on installing / setting this up yourself. OR you could use a hosted service (read: easy).
Try out http://websolr.com I’m loving it.
If you are on OSX and want a local Solr instance just to try out for some development, this is an awesome tutorial: http://realityloop.com/blog/2011/07/19/setting-multicore-apache-solr-os-x-using-homebrew
essentially brew install solr, and then some configuration.
If you are trying to do a production level solr server on a linux operating system, I would suggest working with an instruction set specific to that distribution and the version you are using. OR even better, bite the bullet and pay someomne who knows what they are doing to set it up (make sure your indexes won’t fail or go down).