if you are using RH (or CentOS) a simple
yum install php-pecl-geoip
worked for me. So, before you read all the rest of these "install" instructions, try that.
This » PECL extension is not bundled with PHP.
Information for installing this PECL extension may be found in the manual chapter titled Installation of PECL extensions. Additional information such as new releases, downloads, source files, maintainer information, and a CHANGELOG, can be located here: » http://pecl.php.net/package/geoip.