http://code.google.com/p/allruby/wiki/QuickJump

First download the script from here. Save it to somewhere on your local machine.

add these lines to your .zshrc (or .bashrc etc.):

alias jump="$YOUR-QUICKJUMP-SCRIPT-PATH/quickjump.rb&& source /tmp/quickjump"
alias add_quickjump_dir='echo $PWD >> ~/.quickjumprc' # note use single quote here

add this line to your .Xdefaults: (for urxvt user)

URxvt.keysym.M-j: jump \n
URxvt.keysym.M-a: add_quickjump_dir \n

Then try to press alt and j in your urxvt :)

See a better formatted document here.