To install the overlay, you need Layman and Subversion. Have a look at Gentoo Overlays: Users' Guide to set up layman if you haven't done so already and make sure you have emerged subversion.
Manually download the text file layman-haxe.txt using your browser or wget:
$ wget http://svn.xinf.org/haxe-gentoo-overlay/layman-haxe.txt
Open up the text file with your favourite editor and replace the line
src="http://xinf.org/haxe-gentoo-overlay"
with
src="http://svn.xinf.org/haxe-gentoo-overlay"
alternativeliy use
$ mv layman-haxe.txt layman-haxe.backup
$ sed 's#src="http://#src="http://svn.#g' layman-haxe.backup > layman-haxe.txt
$ sed 's#src="http://#src="http://svn.#g' layman-haxe.backup > layman-haxe.txt
now check out the overlay using
$ layman -o file:///path/to/file/layman-haxe.txt -f
$ layman -o file:///path/to/file/layman-haxe.txt -a haxe
$ layman -o file:///path/to/file/layman-haxe.txt -a haxe
You can now install the neko, haxe and swfmill that's in the overlay using
$emerge neko haxe swfmill
To install the latest version of NekoVM (1.8.0 at the time of this writing), you first have to create a local overlay. Follow the instructions on gentoo-wiki.com to do this.
Create the following directories in your local overlay: dev-lang dev-lang/neko dev-lang/neko/files
Copy 50_mod_neko.conf and 50neko from the layman haxe overlay into the dev-lang/neko/files directory. Copy this text into dev-lang/neko/files/neko-1.8.0-gentoo.patch. Copy neko-1.7.1-r1.ebuild from the layman haxe overlay to dev-lang/neko/neko-1.8.0-r1.ebuild.
(update: here is a link for the patch for neko 1.8.1)
Download neko-1.8.0.tar.gz into your distfiles directory. All that's left to do is to generate the manifest file. Use
$ ebuild neko-1.8.0-r1.ebuild digest
to generate the digest file. You will need to execute this command as a user with privileges to write to the dev-lang/neko directory.
Now you can emerge the latest version of neko!
Update: the haxe and neko ebuild together with the patches can now be found at github