1. Install requirements for compilation
# yum install httpd-devel apr apr-devel libtool
2. Download latest mod_fastcgi source code
# cd /opt
# wget http://www.fastcgi.com/dist/mod_fastcgi-current.tar.gz
3. Untar the package.
# tar -xvzf mod_fastcgi-current.tar.gz
4. Install the module. You can find the installation guide on the INSTALL.AP2 file. We have to specify top_dir in the make and make install commands because we install apache2/httpd using yum
# cd mod_fastcgi-2.4.6
# cp Makefile.AP2 Makefile
# make top_dir=/usr/lib/httpd
# make install top_dir=/usr/lib/httpd
5. Add "LoadModule fastcgi_module modules/mod_fastcgi.so" to /etc/httpd/conf/httpd.conf to tell apache to load the new module
6. Restart apache
# /etc/init.d/httpd restart
7. You can assure that the mod is loaded by apache2, by looking at /var/log/httpd/error_log
# grep -i "FastCGI" /var/log/httpd/error_log
[Wed Aug 11 12:26:27 2010] [notice] FastCGI: process manager initialized (pid 8853)
That's all :)