Step 1: Go to File>User Preferences then choose the Addons category at the top. At the bottom of the page, click the "Install from File" button.

Step 2: Locate the zip ending in _addon.zip file on your harddrive, then click "Install from File."

Step 3: Click the checkbox on right of the addon to enable it. Then click the arrow to expand the addon preferences. 

For Ultimate and Lite Only

Step 4: In the box that opens, click the Install HDRs from zip button at the bottom.

Step 5: Locate on your hard drive the zips ending in _HDR. The Ultimate version will have 5 and Lite 3. 

Step 6: A box will appear warning that it may hang while installing, just click okay.

A tick should appear in the Preferences, indicating that the installation of all 94 HDRs are successful.

If the tick doesn't appear:

-Make sure you're installing the right files for the right version. Ultimate has 5 zips, Lite has 3 and the demo only has 1.
-Try selecting and installing the zips one at a time.
-Close Blender, reopen it and re-enable the addon

Still not working? Email support@blenderguru.com and we'll walk you through it.