This page is unclear on exactly which MaxMind DB you need.
I found the answer here: http://h3x.no/2010/11/10/php-geoip-required-database-not-available-at-usrsharegeoipgeoip-dat
wget http://geolite.maxmind.com/download/geoip/database/GeoLiteCountry/GeoIP.dat.gz
MaxMind may have changed their site recently to highlight a different format; if you look on http://dev.maxmind.com/geoip/geoip2/geolite2/ it links to a mmdb format file now.