Download the apachesolr module from drupal.org, and put it in sites/all/modules:

http://drupal.org/project/apachesolr

download solr-php-client, version 22

http://code.google.com/p/solr-php-client/downloads/list

and uncompress it in the apachesolr module directory.

Ready to activate the module, but we will did not installed the Apache server, so the module will not work.

Now, as you guessed, it's time to install the apache solr server. Download one of the latests releases:

http://www.apache.org/dyn/closer.cgi/lucene/solr/