Prereq:

apt-get install zsh
apt-get install git-core

Getting zsh to work in ubuntu is weird, since sh does not understand the source command. So, you do this to install zsh

wget https://github.com/robbyrussell/oh-my-zsh/raw/master/tools/install.sh -O - | zsh

and then you change your shell to zsh

chsh -s `which zsh`

and then restart

sudo shutdown -r 0

This problem is explained in depth in this issue