Note: Part 2 is below.
Download and install the latest Tomcat 6.x from Apache:
Install it where you want, but usually in /opt/tomcat.
Download and install the latest Java 1.6 from Sun/Oracle:
Download and install the latest 2.x Shibboleth IdP from Internet2:
Configure /opt/shibboleth-idp/conf/login.config. Details on the LDAP connector can be found here:
Configure crypto stuff: