You can also use the (public domain) sparse linear solver MUMPS. Please visit the MUMPS home page http://graal.ens-lyon.fr/MUMPS/ for more information about the solver. MUMPS is provided as Fortran 90 and C source code. You need to have a Fortran 90 compiler (for example, the GNU compiler gfortran is a free one) to be able to use it.
You can obtain the MUMPS source code by requesting the latest version from the MUMPS home page, and then extract the source code in the directory $IPOPTDIR/ThirdParty/Mumps. The extracted MUMPS directory usually has the MUMPS version number in it, and you need to rename it to MUMPS so that you have a file called $IPOPTDIR/ThirdParty/Mumps/MUMPS/Conditions_of_Use.
You can also try to run the script get.Mumps in $IPOPTDIR/ThirdParty/Mumps if you have wget installed in your system. The MUMPS version number in that file might be out of date; in that case edit the value assigned to the mumps_ver variable at the beginning of the script.
Once you put the MUMPS source code into the correct place, the IPOPT configuration scripts will automatically detect it and compile MUMPS together with IPOPT, if your Fortran compiler is able to compile Fortran 90 code.