How-to install Bash 4.0 in Linux

Aside

This guide is for almost every Linux distribution.

Prerequisite is that you have the required build tools installed already.
If not, do the following step:

Debian and Ubuntu users way;

sudo apt-get install build-essential

The Fedora/Red Hat way:

sudo yum groupinstall "Development Tools" "Legacy Software Development"

First step is getting the source package

wget http://ftp.gnu.org/gnu/bash/bash-4.0.tar.gz
Next step is compiling and installing it;

tar xf bash-4.0.tar.gz
./configure
make
sudo make install