http://www.mamp.info is a good start, pretty easy to get going. You then get a folder that you can work from and put PHP applications from.
Make sure that you switch it to PHP 5.3, not 5.2, as FuelPHP requires at least the former.
Good luck!
You scream with a topic title with only uppercase characters and you don't give any details on why you can't install it. You didn't tell us what you tried, what failed, if and what error message you got.
Do you expect anyone to (be able to) help you or did you just want to scream "HELP" and wave helplessly?