First download StepMania. It can be found HERE. Once you have StepMania click on which mix you want ( 1, 2 or both ). Download the mixes, double click on them once complete and they will install themselves.
Now that the mixes are complete you can download songs that were added in later. To do this click on the image of the song you would like to download. Download it, double click it, install it and poof, you're done. Easy, huh?
Need more help?
For more information on StepMania, go HERE