I believe that this is already included in the FAQ, anyway:
put a file called .inputrc into your home directory and add these lines:
# This file is read by the 'readline' library
# (the library which bash uses for its command-
# line editing facility)
# Make Home work
"\e[7~": beginning-of-line
# Make End work
"\e[8~": end-of-line
# Make Delete work
"\e[3~": delete-char
# make Insert work
"\e[2~": paste-from-clipboard
# "\C-h": backward-delete-char
# "\C-?": backward-delete-char
Backspace works for me out of thebox, so I cannot say which one will
work for you.
This works for bash and probably other shells that use readline.