The following exemples is based on Debian Linux but it should work in other OS.
First: Installing 0MQ: Go to http://zeromq.org/area:download and choose a package according your OS, in my case I've choosed POSIX tarball Stable Release 4.0.4.
~$ tar -xvf zeromq-4.0.4.tar ~$ cd zeromq-4.0.4 ~$ ./configure ~$ make ~$ sudo make install
Ok, we just have installed ZMQ now need install zmq php binding... Make sure you having php-dev and php pear installed. If no:
Ok, we have now ZMQ and php binding (ext-php) installed but we should add "extension=zmq.so" (Or extension=php_zmq.dll on windows) to php.ini: In my case:
~$ sudo nano /etc/php5/apache2/php.ini
**NOTE:** If PHP version is 5.4.x you will need to add a zmq.ini file in /etc/php5/conf.d and put "extension=zmq.so":