Login to ssh and follow the below steps to install CSF;

1.   rm -fv csf.tgz

2.   wget http://www.configserver.com/free/csf.tgz

3. tar -xzf csf.tgz

4. cd csf

5. sh install.sh

To check whether you have required iptables modules:
perl /etc/csf/csftest.pl