What is your operating system?
Go to the
Download page, and click on the mirror download (not bittorrent) of the client for your OS. For example,
this one for Windows,
this one for Linux, or
this one for Mac. Save the install file somewhere, then double-click to run it.
Make sure that you are downloading the right client for your operating system.After the installation completes and if you are using Windows, follow instructions
here: download a separate patch.zip, open it, select all the files inside of it and drag it to your main PlaneShift directory. This is usually
C:\Program Files\PlaneShift Crystal Blue. Click 'Yes' when you are asked if you want to overwrite, and after that process finishes, run the game updater.