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Unfortunately I am no computer expert and I don't know how to provide detailed 
installation instructions for every system out there (let alone create a script 
for that purpose). Instead I will provide what has worked for me using TeX Live 
as bundled for Ubuntu 10.04 LTS, as well as a reference to Stack Exchange.

Note also that the frege package requires both the "amssymb" package and the 
"ifthen" package to be installed. These are both fairly common and will come 
with most versions of LaTeX. If you want to use the bguq option you will also 
need to install the "bguq" package, which may be found on ctan 
(http://www.ctan.org/pkg/bguq).

To install I place the frege.sty file in either one of the following locations:

  /usr/local/share/texmf/tex/latex/frege/
  /usr/share/texmf-texlive/tex/latex/frege/

One way to find the above paths on your system is to use the kpsewhich command in 
conjunction with a standard latex class. Enter the following into the terminal 
while in the root directory (get there by typing "cd /" and hitting enter):

  kpsewhich article.cls
  <hit enter>

This should return something like:

  /usr/share/texmf-texlive/tex/latex/base/article.cls

of which you need everything up to the latex/

copying the frege.sty file to one of these locations as well as creating a frege/ 
directory will require sudo priveliges. Type the following into Terminal (adjusting 
the <path> as needed and hitting enter after each line):

  sudo mkdir /usr/local/share/texmf/tex/latex/frege
  <at this point you will need to enter your password>
  sudo cp <path>/frege.sty /usr/local/share/texmf/tex/latex/frege/frege.sty

once you have done that you will need to navigate to your ls-R file:

  cd /usr/local/share/texmf

this path may once again be found using the kpsewhich command as follows:

  kpsewhich ls-R

once you are in the directory containting the ls-R file type the following:

  sudo mktexlsr

the package is now installed and may be used by placing the following in the 
preamble of a tex file:

  \usepackage{frege}

In case this is completely unhelpful to you (for example because you are using some 
completely different version of LaTeX in a completely different operating system I 
suggest turning to Stack Exchange for help (http://tex.stackexchange.com/).