How can I install the a specific version of Drush, for example 5.9.0?
The recommended way to install Drush is via composer.
composer global require drush/drush:5.9.0
See the Drush README for instructions on installing composer.
A specific version of Drush can be installed using PEAR:
sudo apt-get install php-pear pear channel-discover pear.drush.org
sudo pear install drush/drush-5.9.0