This guide will go over installing and setting up Jenkins on a fresh Ubuntu 12.04 server.
In this installation I am going to follow the guide given at https://wiki.jenkins-ci.org/display/JENKINS/Installing+Jenkins+on+Ubuntu 
Installing Java 7
Install the latest java 7 files
> sudo apt-get purge openjdk*
> sudo apt-get install python-software-properties
> sudo add-apt-repository ppa:webupd8team/java
> sudo apt-get update
> sudo apt-get install oracle-java7-installer
> java -version
Run the following commands to install Jenkins (as taken from https://wiki.jenkins-ci.org/display/JENKINS/Installing+Jenkins+on+Ubuntu )
> wget -q -O - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
> sudo sh -c 'echo deb http://pkg.jenkins-ci.org/debian binary/ > /etc/apt/sources.list.d/jenkins.list'
> sudo apt-get update
> sudo apt-get install jenkins
Open up the Jenkins web page (it listens on port 80)
My server happens to be running locally on 192.168.0.7
Check to make sure the jenkins home directory is correct.
Click on Manage Jenkins
Then configure system
Make note of the Jenkins home directory (You may need to know it at some point)
Now that Jenkins is set up we need to set up its security to prevent unwanted users from logging in and running builds. Out of the box anyone can get into Jenkins which is a bit of a security risk.
From the main Jenkins screen click on “Manage Jenkins”
Then click on Configure Global Security
Checkbox Enable Security
We are going to use our unix users /groups.
Checkbox “Unix user/group database” then click test to test the connection. If it returns success you are good.
After clicking Test you should see this error
Jenkins needs to be added to the shadow group. Run the following command to do this.
> sudo usermod -a -G shadow jenkins
> sudo /etc/init.d/jenkins restart
Go back and set the Security Realm to Unix user.group and click Test again
Now we see success
Select the Matrix-based Security and add each user individually (in our case patman and shartley)
Add users or groups by hand
Then give them every permission (but make sure anonymous has no permissions).
Click Save at the bottom.
Now if you go to jenkins you will get a login prompt.
Put in your username/password and login
That is it for a basic Jenkins install I have not set up any builds yet in it or set up Ant.
I will cover those in other articles.
 Jenkins install guide (Ubuntu)