WordPress.org

1. Download the zipped plugin.
2. Unzip the plugin and move the mybloglog folder inside your wordpress plugins directory ([your blog directory]/wp-content/plugins).
3. Make the cache directory writable by your webserver (i.e. chmod 777 cache).
4. Login to WordPress as an administrator and click on the Plugins tab.
5. Find the MyBlogLog plugin and click on Activate

For more details, read the documentation.

The documentation is also included in the plugin and is accessible through the plugin configuration page.