It's in the video Daniel posted, just for the previous version everything else is the same.
Go to http://www.virtualbox.org/wiki/Downloads
Click on ...VirtualBox 2.2.4 for Linux hosts
Then all distributions i386
That will download a file called VirtualBox-2.2.4-47978-Linux_x86.run
Watch the rest of the video it will show you how to install.
It also shows a little about how you may set up an OS in it, but of course if you have questions just ask.
That's what were here for.