Drush is a powerful shell for Drupal. It can many developer tasks really easy to manage from the command line. If you are installing it on Mac OSX, there might be a step or two which you have to perform for Drush to work correctly.
If you have pear or wget on your machine, then the process would be straightforward as described on the Drush site. However, if you are manually downloading the Drush then:
1. Download and untar the Drush in a directory outside your Drupal. Read more »