how to install please!

Hi there. I really love this script i installed it but when i load my site the arcade loads but if i click on somthin then it goes not found on server. can you please tell me step by step how to install. I uploaded the file. then do i go straight to install or do i have to change the file permitions. please can you tell me step by step:)

http://www.proarcadescript.com/forum/index.php/topic,2066.0.html