Download, extract and compile latest stable Redis with:

$ wget http://redis.googlecode.com/files/redis-2.4.17.tar.gz

$ tar xzf redis-2.4.14.tar.gz

$ cd redis-2.4.14

$ make

The binaries that are now compiled are available in the src directory. Run Redis with:

$ src/redis-server

You can interact with Redis using the built-in client:

$ src/redis-cli

redis> set foo bar

OK

redis> get foo

"bar"

More Info : http://redis.io/