cPanel's /scripts/installzendopt generally works if you run the cPanel control panel. If you do not the Zend website has an installer which is basically the same thing and works great. If you do not want to search the site I have provided a mirror of the files below. If you do please use version http://eth0.us/files/ZendOptimizer-3.2.8-linux-glibc21-i386.tar.gzas it is compatible with php5 and php4
Updated August 2007

Zend optimizer is a plugin to php which allows a server to read zend encoded files as well as serve as a platform to install zend modules such as eaccelerator.