download source from
http://caml.inria.fr/download.en.html
Gzipped file. decompress using tar xzvf
do ./configure
test with make world and make opt
install by
sudo make install
#if you want to install/compile MEGA
edit WITHCLIBS variable in Makefile and set this to /usr/lib/ocaml/3.10.0/caml
(replace with your version of caml)
