Download and unzip the latest version of the RSP Compiler distribution. It does not matter where you put it, although recommended paths are /usr/local in Unix and C:\Program Files on Windows. Once you have placed the distribution somewhere you should set the environment variable RSP_HOME to the location of the distribution directory.
If you want to be able to invoke the RSP Compiler from within an Ant build file then you need to make the file rsp.jar (which is in the root directory of the distribution) available to Ant. This can be done in at least two different ways. One way is to place rsp.jar in Ant's lib/. Another way is to reference rsp.jar in your CLASSPATH environment variable.
Alternatively, if you want to invoke the compiler from the command line interface then you need to add a reference to the root of the unzipped distribution directory to your PATH environment variable.