Get drush and test it.

mkdir drupaljam.build2be.com
cd drupaljam.build2be.com/
wget http://ftp.drupal.org/files/projects/drush-All-Versions-2.0.tar.gz
tar xzf drush-All-Versions-2.0.tar.gz 
rm drush-All-Versions-2.0.tar.gz 
./drush/drush

Get drupal without thinking.

clemens@clemens-laptop:~/htdocs/drupaljam.build2be.com$ ./drush/drush dl drupal
Project drupal (6.12) downloaded to /home/clemens/htdocs/drupaljam.build2be.com/.  
mv drupal-6.12 www

I want drush inside my sites/all/modules tree.

mkdir www/sites/all/modules
mv drush www/sites/all/modules/