Click the EPEL link for more verbose instructions or give this command:
su -c "http://download.fedora.redhat.com/pub/epel/5/i386/epel-release-5-3.noarch.rpm"
Then:
yum install fail2ban

You should follow the securinng SSH howto before configuring Fail2ban as most attacks on the system will be attempting to gain access to your system via SSH. Pay close attention to things such as not allowing root logins, max retry attempts, and use of ssh keys. You can use sudo or (su -) to gain root access once logged into the system as a normal user.

The configuration file is located in: /etc/fail2ban/jail.conf You can use a text editor such as vi or nano to edit the file. Comments have been added to better help you understand the options.

# Fail2Ban configuration file
#
# Author: Cyril Jaquier
#
# $Revision: 747 $
#
# The DEFAULT allows a global definition of the options. They can be override
# in each jail afterwards.
[DEFAULT]
# "ignoreip" can be an IP address, a CIDR mask or a DNS host. Fail2ban will not
# ban a host which matches an address in this list. Several addresses can be
# defined using space separator.ignoreip = 127.0.0.1
#Add another ignoreip directive here and put your ip if it doesn't change.
#This will prevent you from banning yourself by accident.
# "bantime" is the number of seconds that a host is banned.
bantime  = 600
bantime = 99999999999999999999999999999999999999999999999
#This effectively sets the ban infintely. Adjust to your needs. The default is 10 minutes, or 600 seconds.
# A host is banned if it has generated "maxretry" during the last "findtime"
# seconds.
findtime  = 600
# "maxretry" is the number of failures before a host get banned.
maxretry = 3
It's ok to leave this at 3, for more security or if you use keys only, set it to 1.
A setting of one will ban anyone who attempts to login without a key.
# "backend" specifies the backend used to get files modification. Available
# options are "gamin", "polling" and "auto". This option can be overridden in
# each jail too (use "gamin" for a jail and "polling" for another).
#
# gamin:   requires Gamin (a file alteration monitor) to be installed. If Gamin
#          is not installed, Fail2ban will use polling.
# polling: uses a polling algorithm which does not require external libraries.
# auto:    will choose Gamin if available and polling otherwise.
backend = auto
# This jail corresponds to the standard configuration in Fail2ban 0.6.
# The mail-whois action send a notification e-mail with a whois request
# in the body.
[ssh-iptables]
enabled  = true
filter   = sshd
action   = iptables[name=SSH, port=ssh, protocol=tcp]
           sendmail-whois[name=SSH, dest=user@example.com, sender=fail2ban@example.com]
logpath  = /var/log/secure
maxretry = 5
#This is the most popular/necessary chain, set your email destination and sender here.
#This will notify you when a user is added/banned in this chain. dest= is your email
#address, sender= is the address the email comes from for filtering purposes.
[proftpd-iptables]
enabled  = false
filter   = proftpd
action   = iptables[name=ProFTPD, port=ftp, protocol=tcp]
           sendmail-whois[name=ProFTPD, dest=you@mail.com]
logpath  = /var/log/proftpd/proftpd.log
maxretry = 6
# This jail forces the backend to "polling".
[sasl-iptables]
enabled  = false
filter   = sasl
backend  = polling
action   = iptables[name=sasl, port=smtp, protocol=tcp]
           sendmail-whois[name=sasl, dest=you@mail.com]
logpath  = /var/log/mail.log
# Here we use TCP-Wrappers instead of Netfilter/Iptables. "ignoreregex" is
# used to avoid banning the user "myuser".
[ssh-tcpwrapper]
enabled     = false
filter      = sshd
action      = hostsdeny
              sendmail-whois[name=SSH, dest=you@mail.com]
ignoreregex = for myuser from
logpath     = /var/log/sshd.log
# This jail demonstrates the use of wildcards in "logpath".
# Moreover, it is possible to give other files on a new line.
[apache-tcpwrapper]
enabled  = falsefilter	 = apache-auth
action   = hostsdenylogpath  = /var/log/apache*/*error.log
           /home/www/myhomepage/error.log
maxretry = 6
# The hosts.deny path can be defined with the "file" argument if it is
# not in /etc.
[postfix-tcpwrapper]
enabled  = false
filter   = postfix
action   = hostsdeny[file=/not/a/standard/path/hosts.deny]
           sendmail[name=Postfix, dest=you@mail.com]
logpath  = /var/log/postfix.log
bantime  = 300
# Do not ban anybody. Just report information about the remote host.
# A notification is sent at most every 600 seconds (bantime).
[vsftpd-notification]
enabled  = false
filter   = vsftpd
action   = sendmail-whois[name=VSFTPD, dest=you@mail.com]
logpath  = /var/log/vsftpd.log
maxretry = 5
bantime  = 1800
# Same as above but with banning the IP address.
[vsftpd-iptables]
enabled  = false
filter   = vsftpd
action   = iptables[name=VSFTPD, port=ftp, protocol=tcp]
           sendmail-whois[name=VSFTPD, dest=you@mail.com]
logpath  = /var/log/vsftpd.log
maxretry = 5
bantime  = 1800
# Ban hosts which agent identifies spammer robots crawling the web
# for email addresses. The mail outputs are buffered.
[apache-badbots]
enabled  = false
filter   = apache-badbots
action   = iptables-multiport[name=BadBots, port="http,https"]
           sendmail-buffered[name=BadBots, lines=5, dest=you@mail.com]
logpath  = /var/www/*/logs/access_log
bantime  = 172800
maxretry = 1
# Use shorewall instead of iptables.
[apache-shorewall]
enabled  = false
filter   = apache-noscript
action   = shorewall
           sendmail[name=Postfix, dest=you@mail.com]
logpath  = /var/log/apache2/error_log
# Ban attackers that try to use PHP's URL-fopen() functionality
# through GET/POST variables. - Experimental, with more than a year
# of usage in production environments.
[php-url-fopen]
enabled = false
port    = http,https
filter  = php-url-fopen
logpath = /var/www/*/logs/access_log
maxretry = 1
# A simple PHP-fastcgi jail which works with lighttpd.
# If you run a lighttpd server, then you probably will
# find these kinds of messages in your error_log:
# ALERT – tried to register forbidden variable ‘GLOBALS’
# through GET variables (attacker '1.2.3.4', file '/var/www/default/htdocs/index.php')
# This jail would block the IP 1.2.3.4.
[lighttpd-fastcgi]
enabled = false
port    = http,https
filter  = lighttpd-fastcgi
# adapt the following two items as needed
logpath = /var/log/lighttpd/error.log
maxretry = 2
# This jail uses ipfw, the standard firewall on FreeBSD. The "ignoreip"
# option is overridden in this jail. Moreover, the action "mail-whois" defines
# the variable "name" which contains a comma using "". The characters '' are
# valid too.
[ssh-ipfw]
enabled  = false
filter   = sshd
action   = ipfw[localhost=192.168.0.1]
           sendmail-whois[name="SSH,IPFW", dest=you@mail.com]
logpath  = /var/log/auth.log
ignoreip = 168.192.0.1
# These jails block attacks against named (bind9). By default, logging is off
# with bind9 installation. You will need something like this:
#
# logging {
#     channel security_file {
#         file "/var/log/named/security.log" versions 3 size 30m;
#         severity dynamic;
#         print-time yes;
#     };
#     category security {
#         security_file;
#     };
# };
#
# in your named.conf to provide proper logging.
# This jail blocks UDP traffic for DNS requests.
[named-refused-udp]
enabled  = false
filter   = named-refused
action   = iptables-multiport[name=Named, port="domain,953", protocol=udp]
           sendmail-whois[name=Named, dest=you@mail.com]
logpath  = /var/log/named/security.log
ignoreip = 168.192.0.1
# This jail blocks TCP traffic for DNS requests.
[named-refused-tcp]
enabled  = false
filter   = named-refused
action   = iptables-multiport[name=Named, port="domain,953", protocol=tcp]
           sendmail-whois[name=Named, dest=you@mail.com]
logpath  = /var/log/named/security.log
ignoreip = 168.192.0.1

chkconfig --level 23 fail2ban on && service fail2ban start