Things has not changed much in the previous versions, of both BackTrack (except it's now Ubuntu) and Nessus. However, it is always good to post something here so that I can refer back to it when I need to.
What you will need is to Download Nessus via:
The version I get now is 4.2.2. You probably want the GUI as well, which I am not very sure if it is still supported since the version is still at 4.0.2:
In your BackTrack, open a command prompt (or shell) and run:
for both the Server and the Client (if you want the GUI).
For Nessus Server, the following steps are required:
1. Make the certificates
Register the scanner in order to download update
/opt/nessus/bin/nessus-fetch –register XXXX-XXXX-XXXX-XXXX-XXXX
Nessus will fetch the update once it finish register. Btw, I presumed you know how this works, if not, you can refer to: http://www.nessus.org/register/
Create a Nessus User
Start Nessus Server
Start Nessus Client
Backtrack -> Internet -> NessusClient or from CLI: /opt/nessus/bin/NessusClient
That's all to it.