First you have to download songbird. Go to their website, www.songbirdnest.com, and download the link that is provided. If you are a tester like me, you can download a nightly build, which is at http://publicsvn.songbirdnest.com/wiki/Nightly_Builds
select you're operating system.
On a mac and pc this is easy to install, just like a normal program, but on linux a guide to install can be found here: http://howtoforge.com/installing_songbird_on_ubuntu_gutsy_gibbon
Although it is for ubuntu and with songbird .3, it should work with all versions of linux and songbird.