Installing RSSDler is pretty easy, though its ease depends on what platform you are on. First, covering the pre-requisites:

1. Python (required):
• If you are using Linux, you likely have python available in your distributions repository. This should be as easy as "apt-get install python" or "yum install python" or similar.
• Otherwise, visit the python download page, and download the installer appropriate for your system. Open it and follow the on-screen instructions.
• Optional: Many people find EasyInstall the easiest way to install 3rd party modules. I have not tested EasyInstall, but it should work well. Installation Instructions.
• Further instructions can be found at python.org as well as diveintopython.
2. Feedparser (required):
• Again, on Linux, this is probably in your distributions repository: "apt-get install python-feedparser" or similar will probably Just Work (tm).
• "easyinstall feedparser" on the command line
• Otherwise, go to the feedparser download page,
• unpack the file to C:\feedparser, or similar,
• go to the command line (windows: start, run, cmd

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• cd to the directory you unpacked feedparser to (e.g. "cd C:\feedparser")
• run python on the setup.py file with the install option: "C:\Python25\python.exe setup.py install" or similar
3. Mechanize (recommended, but not required):
• Again, on linux, this is probably as easy as "apt-get install python-mechanize" or similar.
• "easyinstall mechanize" on the command line
• Otherwise, follow the similar procedure for feedparser for mechanize

Now that that is done, (and it only needs to be done once), we install RSSDler:

• make a directory in your home folder to keep all your rssdler related files (not necessarily your downloads) in, preferably .rssdler (the defaults assume that is what it will be).
• Download the rssdler.tar.gz and unpack it: tar xvzf rssdler-X.Y.Z.tar.gz.
• cd rssdlerXYZ
• sudo python setup.py install
• You have now installed all the requirements for RSSDler as well as RSSDler itself
• You can run it with just "rssdler -r" anywhere, and it will find your config file at ~/.rssdler/config.txt, if you installed it there. Otherwise, specify the configuration file with -c.
• Take a look at the HelpMessage and CommentedConfig to help in the creation of a suitable configuration file