1. Do a cat on /etc/shells. The output will show you the location of the binaries for all the shells installed on your system. IT IS EXTREMELY IMPORTANT THAT YOU KNOW EXACTLY WHERE THE SHELL YOU WANT TO USE IS!:
    cat /etc/shells

  2. Now use the chsh command to change your default shell. On Free and OpenBSD the command to change your default shell to bash is (this may differ if your on another *nix variant so read your man page for chsh):
    chsh -s /path/to/bash

  3. If you don't know what variant you are using do this to find out:
    uname -a