For easy setup, follow these steps:
1) download 
this file.
2) unzip it to C:\muon (note: if using Winzip make sure "use folder names" is checked or the program won't work.
3) in the C:\muon folder make a new txt document called user.txt
4) open the user.txt file and enter into it "[TA]Username" without the quotes, replacing Username with your nick, and save it
5) (Optional, for P4 users with HT): Open c:\muon\config.txt and change the line reading: "Threads: 1" to "Threads: 2"
6) If you want something displayed, run the muon1_cmdlin.exe file, if you don't run the muon1_background.exe file
That's it.
BTW, the linked page did a very description job on what to do, but I just did the cliffnotes for the people that wouldn't want to scan through that page to get to what they want.