For those fascinated by the world of analysis of Bayesian hierarchical models using Markov Chain Monte Carlo (MCMC) simulation (and let's face it, who isn't?), there is a delightful program called JAGS. Unfortunately it is a little stubborn to install.
Download the latest version from our friends at Sourceforge and extract in a sensible place (e.g.,
Now witness some example failures to install, which a reasonable person would assume would be sufficient.