The below command , is what i got after playing with wget and tar for a while, just copy and paste in the terminal to install Nmap.

P.S : Root privileges are a must

sudo wget -c "http://nmap.org/dist/nmap-5.00.tar.bz2" && bzip2 -cd nmap-5.00.tar.bz2 | tar xvf - && cd nmap-5.00 && ./configure && make && sudo make install