I\'m not sure at what stage you are, I\'ll try to help anyways.
After you finish downloading all the parts, and the run_me_first.bat, load the bat. It should unpack the installer (a file with a long name and an icon).
Run the installer, and... Err... Install.
The file that starts the game doesn\'t have an icon, so look for psclient.exe.
There should be a shortcut in Start > Programs > Planeshift.
You should run the updater, but it\'s not a must. You might also want to change the settings to a low-res, unless you got a decent amount of RAM and MHz.
This should cover it all. If you\'re stuck in any of these stages can you please be a bit more specific?