1) Download the executable within Linux:
Direct link to Linux F@H executable
2) Change the permission to allow the program to run as an executable
3) Launch it from Terminal using the following command:
./FAH502-Linux.exe -config
4) Adjust the settings (add my name, team, etc.)
That's it!
Well the install was a little tricky but that was mostly due to using a controller and the virtual keyboard to do the typing but here it is running FAH502-Linux.exe:

and the box it's on:

In case you don't know to much about folding:
http://folding.stanford.edu/faq.html