Installing Memcache on my VPS for Drupal

I spent all day yesterday trying to configure memcache on my VPS, in order to use it for memcache Drupal module (

I’ve followed just about every step-by-step instruction I could find online, but when I go to enable the drupal module it says that memcache or PECL memcached isn’t installed.

How can I install memcache on my VPS properly? I could really use some help and some direction on what I’m doing wrong.