Make sure you are using MongoDB version 1.3 or newer. delayed_job_mongoid uses the findandmodify command which is only available in recent versions.
Add the gem to your Gemfile:
gem 'delayed_job_mongoid'
After running bundle install, create the indexes (and don't forget to do this on your production database):
script/rails runner 'Delayed::Backend::Mongoid::Job.create_indexes'
That's it. Use delayed_job as normal.