Well, that's exactly what you are to do. The script wants the Apache module mod_rewrite installed. It has tested for it and haven't found it you got that message.
If you control the server you can enable it in your_Apache_folder/conf/httpd.conf
by uncommenting the line:
LoadModule rewrite_module modules/mod_rewrite.so
(uncommenting means removing the initial #
). Restart the server after every change in httpd.conf
. Apache comes with this module by default nowadays, so that should be it.
If you do not control the server, well, you should talk to those that do, asking nicely. If they say no. or anyway make a lot of fuss about that, don't waste your time - find another server. More or less everybody else around has mod_rewrite enabled on Apache.