I've created a file (attached as ps3_sdk_setup.txt) which contains the necessary environment variables to get the SDK going. You can either copy its contents into your "~/.bash_profile" or put the file into your home (for example as .ps3_sdk_setup) and include it by adding ". ~/.ps3_sdk_setup" to your "~/.bash_profile". It will become active on the next login.
You can check if everything is setup the way it's meant to be by checking your PATH by issuing "echo $PATH". It should contain the host-linux directories. The manpath should also have been updated so that you can view the man pages by typing "man ppu-lv2-gcc" for example. To check this, type "manpath". The output should also contain the host-linux dirs.
If this looks good, you should be able to call unfself, ppu-lv2-gcc or spu-lv2-gcc from any directory. If that also works out okay, you can try to build some samples.