Download the install executable from:

http://prdownloads.sourceforge.net/winmerge/WinMerge-2.4.8-Setup.exe
or from http://new.math.uiuc.edu/im2006/bergman/WinMerge-2.4.8-Setup.exe


Make sure you are logged on under admin.

Run the file.  Hit next a whole bunch of times.  The only thing you may want to worry about is the install directory.

Then, when you can't hit next anymore, hit Install.


*****Note that WinMerge is only currently available for Windows *****