chkrootkit is not part of the base install, which is a good thing, ultimately. chkrootkit is used to -- wait for it -- check for rootkits. Ideally, you'll never get hacked. But if you're unsure, you'll need to get a known-good version of chkrootkit as a first step in trying to find out if you have been hacked. So you'll want to install it from a CD, or download the binary from the internet from a known-trusted site. You don't want to keep a local copy on the machine in question because you'd never be sure if that wasn't hacked in some way and you really don't want to compile it on a machine that you suspect may be hacked.