Download the installer file to some folder on your disk.
32bit version  --  64bit version

Choose right type of installer file depending on architecture of your operation system (32/64 bit).
Start the installer, double click on it. 
Click on "Yes".
Be sure that "My use only" is selected (otherwise it won't work properly). Set the "Add shortcut on the desktop" and click "OK".
Before first log-in you have to select VPN server you want connect to. Please click on "Properties".
In card VPN choose one of the VPN servers. The closer one to your country should provide better quality.
Enter your VPN Account details - your email as username and password and click on "Connect".
You can also find the connection in the "Network Control Panel" on right/down side of the screen, near the clock.
Wait until the connection is successfully established and then Enjoy!