First of all move to directory /usr/local by typing.
cd /usr/local

Download the ssh deamon and client from ftp://ftp.cis.fed.gov/pub/ssh/ssh-2.4.0.tar.gz by typing.
Get ftp://ftp.cis.fed.gov/pub/ssh/ssh-2.4.0.tar.gz

Now, decompress the archieve by syntax.
tar -xzvf ssh-2.4.0.tar.gz

Follow the following steps for further installation.
cd ssh-2.4~.0
./configure
make
make install

If you got everything right you must have successfully compiled ssh & sshd. You can start sshd by typing.
/usr/local/sbin/sshd

But if you need autostart sshd at boot then you need to add following lines to /etc/rc.d/rc.local.
echo Starting SSH Daemon
/usr/local/sbin/sshd

Now you are done and you can ssh into a machine by typing.
ssh machine.ip.goes.here