Then download the fail2ban sw from their server (http://www.fail2ban.org/wiki/index.php/Main_Page)
Install it (you'll have to mod the setup.cfg script to run python2.5 as the environment and to the opt directory)
After that you need to do some tweaking...
To get it to run you need to modify the three core files: fail2ban-client, fail2ban-server and fail2ban-regex (they should be in the /opt/bin directory... if not then move them there).
Each file references the /usr/share/fail2ban directory for the core components (it's like line 30ish). All you have to do is replace the /usr/share/fail2ban in each of the three files with /opt/fail2ban (which should be your install directory). To test if it's running ok all you have to do is type fail2ban-client -d (you don't need the python statement as it was set at install when you modified setup.cfg to use python2.5 as the environment).
If it works it will display the current jail.conf settings. Then if your jail.conf settings are ok you can launch the application by typing fail2ban-client start (with the -c /[dir]/ if you didn't switch the location of the config files in the fail2ban-client file in the /opt/bin directory). Also make sure that the logging is to the correct location (I put it to the syslog) and that the logging level is correct (3 for runtime 4 for debug).
Hope this gets you off the ground.