In the vendor directory of your project, use git to clone the NestedSet extension:
$ cd vendor
$ git clone git://github.com/blt04/doctrine2-nestedset.git
Now add the DoctrineExtensions\NestedSet namespace to your class autoloader.
For example, if using Doctrine's autoloader:
$loader = new Doctrine\Common\ClassLoader("DoctrineExtensions\\NestedSet", "vendor/doctrine2-nestedset/lib");
$loader->register();