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This is the ipset source tree. Follow these steps to install ipset:

0. You need the source tree of your kernel (version >= 2.6.16) and it have 
   to be configured, modules compiled.

1. Compile ipset and it's kernel modules

   # make KERNEL_DIR=<<where-you-built-your-kernel>>

   You can specify the maximum number of sets (default 256)
   and/or the hash size for bindings (default 1024) if you want:

   # make KERNEL_DIR=<<where-you-built-your-kernel>> \
	IP_NF_SET_MAX=<<your setsize number>> \
	IP_NF_SET_HASHSIZE=<<your hashsize number>>

2. Install the binary and the modules

   # make KERNEL_DIR=<<where-you-built-your-kernel>> install

3. Cleanup the source tree

   # make KERNEL_DIR=<<where-you-built-your-kernel>> clean

That's it! 

Read the ipset(8) and iptables(8) manpages on how to use ipset 
and its match and target from iptables.

If you want to build a non-modular kernel, then proceed with the following 
steps:

1. Compile the ipset binaries

  # make KERNEL_DIR=<<where-you-built-your-kernel>> binaries

2. Install the ipset binaries

  # make KERNEL_DIR=<<where-you-built-your-kernel>> binaries_install

3. Patch your kernel source

  # make KERNEL_DIR=<<where-you-built-your-kernel>> patch_kernel

4. Go to the kernel source and run 'make oldconfig', enable the ipset
   functionality and compile, install your kernel.