Composer makes ZF2 and Doctrine installation easy.

git clone git://github.com/zendframework/ZendSkeletonApplication.git
php composer.phar self-update
php composer.phar require doctrine/doctrine-orm-module:0.7.*
php composer.phar require zendframework/zend-developer-tools:dev-master
cp vendor/zendframework/zend-developer-tools/config/zenddevelopertools.local.php.dist config/autoload/zdt.local.php

chmod 777 data/cache/
./vendor/bin/doctrine-module orm:validate-schema
./vendor/bin/doctrine-module orm:schema-tool:create