Thank you all from #scala, users who are really friendly and help anyone. Actually it is easy to do, even simpler then reading windows next -> next -> finish buttons.
Go to Scala's homepage and download latest Scala's tar ball or..
..open console and copy there
wget http://www.scala-lang.org/downloads/distrib/files/scala-2.7.6.final.tgz && tar -zxvf scala-2.7.6.final.tgz
Now we need to setup the PATH, ill use vim as my text editor, but you can use gedit or whatever you like to use. Add this line there
PATH=$PATH:/home/YOURNAME/scala-2.7.6.final/bin/
export PATH
Close the shell and open it again, write scala or scala -version both should show if the right version is installed.