To install LHC you need the development versions of Cabal and cabal-install. They can be fetched from these darcs repositories:
darcs get --lazy http://darcs.haskell.org/cabal
darcs get --lazy http://darcs.haskell.org/cabal-install
Once you've installed both Cabal and cabal-install, lhc-0.10 can be installed with the following command:
cabal install lhc-0.10
Here's how to use LHC once it has been successfully installed:
lhc -c SourceFile.hs # This compiles SourceFile.hs to SourceFile.hcr
lhc compile SourceFile.hcr # This compiles SourceFile.hcr to the executable SourceFile.