First you need the Haskell Platform (I would asume you already have it installed?)

Run 'cabal install ghc-mod'.

If you have cabal, it should now have installed ghc-mod. Now, if you run 'which ghc-mod' (or 'where ghc-mod', or 'whereis ghc-mod', depending on your system) you will get a path to put in ghcModPath.