Installing from subversion sources

Get the svn sources from https://mysqldumpall.svn.sourceforge.net/svnroot/mysqldumpall/trunk/.
svn co http://mysqldumpall.svn.sourceforge.net/svnroot/mysqldumpall/trunk/
cd trunk

Update the scriptfile replace the @SOMENAME@ strings with the correct values.
cat mysqldumpall | sed "s,\@CONFIG_FOLDER\@,/etc/adm,g" >mysqldumpall.tmp
mv mysqldumpall.tmp mysqldumpall
cat mysqldumpall | sed "s,\@OUTPUTDIR\@,/var/backups,g" >mysqldumpall.tmp
mv mysqldumpall.tmp mysqldumpall
cat mysqldumpall | sed "s,\@MYSQLDUMP\@,/usr/bin/mysqldump,g" >mysqldumpall.tmp
mv mysqldumpall.tmp mysqldumpall
cat mysqldumpall | sed "s,\@GZIP\@,/bin/gzip,g" >mysqldumpall.tmp
mv mysqldumpall.tmp mysqldumpall
cat mysqldumpall | sed "s,\@BACKUP_FOLDER\@,/var/backups,g" >mysqldumpall.tmp
mv mysqldumpall.tmp mysqldumpall

Copy the script to the correct location and correct the permissions.
cp mysqldumpall /usr/sbin
chmod 755 /usr/sbin/mysqldumpall
chown 0:0 /usr/sbin/mysqldumpall

Create the needed dirs and correct their paths:
mkdir /etc/adm /var/backups
chmod 700 /etc/adm /var/backups
chown 0:0 /etc/adm /var/backups

Copy the configfile to the correct location and edit it.
cp examples/mysqldumpall.cfg.weekly /etc/adm/mysqldumpall.cfg
vi /etc/adm/mysqldumpall.cfg

Update the crontab:
# on e.g. redhat:
cd /etc/cron.daily
ln -s /usr/sbin/mysqldumpall .
# dark places where they have no /etc/cron.daily
crontab -l >crontab.txt
echo "0 1 * * * /usr/sbin/mysqldumpall >/dev/null 2>&1" >>crontab.txt
crontab crontab.txt

or run the install script (as root):
sh install.sh

Which does most of the things except the crontab part.