It's can be as simple as downloading and unpacking the archive file from: http://dist.codehaus.org/mule/distributions/mule-standalone-3.3.1.zip
Note: You need jdk 6/7 installed first.
Here's a chef cookbook that does this: https://github.com/ryandcarter/mule-cookbook
And here's a Vagrant script for running the mule cookbook on ubuntu etc: https://github.com/ryandcarter/vagrant-mule