1. Go to http://www.frostwire.com/downloads and select the option to install FrostWire on Windows
2. Windows will ask you if you want to run or save the file, if you save the installer then after de download finish Windows will ask you if you want to run or open the file, select the option to "run" FrostWire.setup.
Windows could ask you with a pop-up message from the "User Account Control" if you want to allow FrostWire to make changes to your computer, select Yes and FrostWire installer will start automatically.
3. Accept the terms and conditions and navigate through the Setup Installer Wizard, you can modify the route where the main FrostWire folder will be saved. FrostWire may also suggest you to install additional software that helps to support the future development of the app (you can always "Decline" these offers if you desire to).
4. Wait till the installation status completes to 100%
5. After this, select the option to "Close" the installer, FrostWire Setup Wizard will appear automatically behind this last screen.