Log in to root and run these lines one by one
cd /root/
wget http://sourceforge.net/projects/rkhunter/files/rkhunter/1.4.6/rkhunter-1.4.6.tar.gz
tar -zxvf rkhunter-1.4.6.tar.gz
cd rkhunter-1.4.6
./installer.sh --install
Scan the server with rkhunter
rkhunter -c
Logs are saved at:
/var/log/rkhunter.log