Here is what you have to do install Zend Framework and Zend_Tool using PEAR on Ubuntu:

sudo pear channel-discover pear.zfcampus.org
sudo pear install zfcampus/zf
# for some reason the installer does not correctly link the zf.php and Zend_Tool won't work
# so we need to setup a symlink
sudo ln -s /usr/share/php/zf.php /usr/bin/zf.php

That's it! You can now test your install:

zf show version

In my care the output was this one:

mimir@orion:~$ zf show version
Zend Framework Version: 1.9.2