Hi Alisons,
Winmx3.54 is a program, you install it and it runs a setup wizard where you add your nickname and connection speed etc, just follow the prompts, then it will test and connect,
if you have a router you will neet do check here=>
http://www.portforward.com/default.htmyou will need to allow access through your firewall.
any problems, we will try to help.