I have to say it is dead simple, just follow the instructions.
But if when you run this command
wget -O - http://download.newrelic.com/548C16BF.gpg | apt-key add -
you get this error
gpg: no writable keyring found: eof
gpg: error reading `-': general error
gpg: import from `-' failed: general error
Then you probably have a problem of access rights. So try with sudo, following this other detailed script, explained here: