wget http://iweb.dl.sourceforge.net/project/boost/boost/1.56.0/boost_1_56_0.tar.bz2
tar xzf boost_1_56_0.tar.bz2
For MAC: It is convenient to install in /usr/local/Cellar/
cd boost_1_56_0
./bootstrap.sh --prefix=./
./b2
After installation is done:
ln -s /usr/local/Cellar/boost_1_56_0/boost /usr/local/include/boost