To install the zend framework on your system globally (which means you don't have to bundle it in your local applications, plus you get the zf commandline tool) do the following:
$ sudo pear channel-discover pear.zfcampus.org
$ sudo pear install zfcampus/ZF
When configuring applications, if you wish to use an application's bundled copy of ZF, ensure local libs come first in PHP's include_path.