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$ sudo apt-get install memcached
$ sudo apt-get install php5-memcached
$ sudo /etc/init.d/apache2 restart
Then, install the class file into your includes, if you are using it all over, best add a require for the class into main.inc.php after other requires.
Read the examples.php file for ideas of where to put the object for best effect.. implement a couple.
Gist for class & examples: https://gist.github.com/clonemeagain/7938389