First install the Bioconductor dependencies:
source("http://bioconductor.org/biocLite.R")
biocLite(c("GO.db", "AnnotationDbi"))
Then install the devtools package, and use it to install GSEAMA:
install.packages("devtools")
devtools::install_github("dgrtwo/GSEAMA")
The package vignette can be downloaded here.