This was harder than it should have been as the instructions could be clearer that two separate downloads are required. I’ve summarized here:
I assume you have ssh or command line access to your host. If not, you could accomplish the same thing using ftp, but you’ll have to pay attention to what directory you upload into:
1. Install Drupal 6.x
2. Download the Drupal WYSIWYG part of FCKeditor from http://drupal.org/project/fckeditor
3. Extract that in sites/all/modules (you may have to create the modules dir) with tar -zvxf fckeditor-6.x-1.4.tar.gz
4. cd to sites/all/modules/fckeditor
5. Download the FCKeditor part of FCKeditor: http://ckeditor.com/download
6. Extract that in sites/all/modules/fckeditor/fckeditor [Yes, seriously.] with tar -zvxf FCKeditor_2.6.5.tar.gz
7. Go enable the FCKeditor module in the drupal admin section, it’ll be down below all the core modules in its own section.