1) Download the g95 compiler binaries for your linux platform
http://ftp.g95.org/

2) Set up the following environemental variables in your .bashrc file if you use bash shell, otherwise you can set this up in the .tcshrc (the syntax is slightly different but I am sure you can adjust it).
You need to edit the paths in the line below to reflect the locations of your g95 compiler and matlab toolboxes

# BEGIN RNT Toolbox section -------------------------------
#
# Set the MATLAB toolbox path
export MATLABPATH='/home/edl/matlib'

# Configure fortran g95
G95_PATH=/home/edl/g95-install

# Add library to path for g95
if [ -z "$LD_LIBRARY_PATH" ]; then
  LD_LIBRARY_PATH="${G95_PATH}/lib/gcc-lib/x86_64-suse-linux-gnu/4.0.3"
else
  LD_LIBRARY_PATH="${G95_PATH}/lib/gcc-lib/x86_64-suse-linux-gnu/4.0.3"
fi
export LD_LIBRARY_PATH

# Add G95 to path
PATH="${G95_PATH}/bin:$PATH"; export PATH
#
# END RNT Toolbox section --------------------------------


3) Download the latest version of the rnt toolbox
http://www.o3d.org/RNT/rnt_latest.tar

4) If you go in the rnt folder you will find a directory called rnt/mex with a lot of fortran files with extension .F. The are the files you want to compile. Now because your machine is 32 bit and not 64 you need to edit the beginning of the files to define the pointers as integer (32 bit version) instead of integer*8 (64 bit version). Each .F file has a section at the beginning that looks like this:

64 bit version:
C-----------------------------------------------------------------------
C     (integer) Replace integer by integer*8 on the DEC Alpha and the
C     SGI 64-bit platforms
C
      integer*8 plhs(*), prhs(*)
      integer*8 x,y,datain,xhat,yhat,dataout,errout
      integer*8 mxGetPr, mxCreateFull
C-----------------------------------------------------------------------
C

modify it to look like this:

32 bit version:
C-----------------------------------------------------------------------
C     (integer) Replace integer by integer*8 on the DEC Alpha and the
C     SGI 64-bit platforms
C
      integer plhs(*), prhs(*)
      integer x,y,datain,xhat,yhat,dataout,errout
      integer mxGetPr, mxCreateFull
C-----------------------------------------------------------------------
C


5) Now compile using the g95 compiler. If you have problems setting up the compiler check this link:
http://www.g95.org/howto.html#matlab. Open MATLAB and go in the rnt/mex directory and type 
>> rnt_compile

6) After you are done compiling make sure that you have the rnt and rnt/mex in your matlab toolbox path.