Alex Sleat

You will need to have cmake and build-essentials installed:

sudo apt-get install cmake build-essential

How To Install Player:

Player provides a network interface to a variety of robot and sensor hardware. Player’s client/server model allows robot control programs to be written in any programming language and to run on any computer with a network connection to the robot. Player supports multiple concurrent client connections to devices, creating new possibilities for distributed and collaborative sensing and control.

Download the latest tar (I used player-3.0.0.tar.gz in this guide, if those numbers come up just change them with the version you are using)
http://sourceforge.net/projects/playerstage/files/
Extract
tar zxvf player-3.0.0.tar.gz
cd player-3.0.0
Make a folder to store the build files
mkdir build
cd build
Configure using
cmake ../
Now make and install
make
sudo make install

How To Install Stage:

Stage simulates a population of mobile robots moving in and sensing a two-dimensional bitmapped environment. Various sensor models are provided, including sonar, scanning laser rangefinder, pan-tilt-zoom camera with color blob detection and odometry.

Install some needed libraries:
sudo apt-get install libfltk1.1 pkg-config libtool

You will also need to install openGl:
sudo apt-get install libglu1-mesa-dev freeglut3-dev mesa-common-dev

You will need to download and install fltk-1.1.x and do the usual:
(I used fltk-1.1.10rc3 found here)
tar zxvf fltk-1.1.10rc3-source.tar.gz
cd fltk-1.1.10rc3/
./configure --enable-gl
make
sudo make install

Download and extract Stage (as you can see I used 3.2.2)
http://sourceforge.net/projects/playerstage/files/
tar zxvf Stage-3.2.2-Source.tar.gz
cd Stage-3.2.2
Make somewhere to store the build files
mkdir build
cd build
Configure:
cmake ../
Make and install:
make
sudo make install

Currently this will output the following error:
collect2: ld returned 1 exit status
make[2]: *** [libstage/stage] Error 1
make[1]: *** [libstage/CMakeFiles/stagebinary.dir/all] Error 2
make: *** [all] Error 2
I will make an update on this post when I find out how to fix this, comment if you know how!