Having a host to scan your network from the Internet is useful and cloud providers allow us to spin up virtual servers to scratch this itch. I've been using Amazon EC2 for this and one challenge can be installing tools, particularly if you opt for one of the pre-built OS images on offer.
I've been installing w3af on just such a VM.
$ cat /etc/system-release
Amazon Linux AMI release 2011.02.1.1 (beta)
Install RPM packages
There are several RPM packages that satisfy the dependencies for w3af but you are going to be left with a fair few that require manual installation. Start by installing what you can from the yum repository.
$ sudo yum install python26 python26-devel python26-tools pyOpenSSL SOAPpy \
PyYAML libxml2-devel libxslt-devel gcc make subversion-devel gcc-c++ \
libcom_err-devel openssl-devel
Install pybloomfilter
$ wget http://pypi.python.org/packages/source/p/pybloomfiltermmap/pybloomfiltermmap-0.2.0.tar.gz#md5=7e77edec5b442bc29bb4ec5f09cb2ad5
$ tar xzvf pybloomfiltermmap-0.2.0.tar.gz
$ cd pybloomfiltermmap-0.2.0
$ sudo python setup.py install
Install nltk
$ wget http://nltk.googlecode.com/files/nltk-2.0.1rc1.tar.gz
$ tar xzvf nltk-2.0.1rc1.tar.gz
$ cd nltk-2.0.1rc1
$ sudo python setup.py install
Install lxml
$ wget http://pypi.python.org/packages/source/l/lxml/lxml-2.3.tar.gz#md5=a245a015fd59b63e220005f263e1682a
$ tar xzvf lxml-2.3.tar.gz
$ cd lxml-2.3
$ sudo python setup.py install
Install pysvn
$ wget http://pysvn.barrys-emacs.org/source_kits/pysvn-1.7.5.tar.gz
$ tar xzvf pysvn-1.7.5.tar.gz
$ cd pysvn-1.7.5
$ sudo python setup.py install
Install scapy
$ wget http://www.secdev.org/projects/scapy/files/scapy-latest.tar.gz
$ tar xzvf scapy-latest.tar.gz
$ cd scapy-2.1.0
$ sudo python setup.py install
Install w3af
All being well you should have all of the dependencies installed. Check out the latest code from svn and away you go.
$ svn co https://w3af.svn.sourceforge.net/svnroot/w3af/trunk w3af
$ cd w3af
$ ./w3af_console