Nick_Pyner:
Download the library and put it with all the other libraries. The library folder is under the IDE folder e,g, Arduino-1.0.1\libraries. There should be some examples included in the library folder.
While that technique, a carryover from older Arduino implementations, will work, you will be better off using the currently recommended procedure which is explained here --> http://arduino.cc/en/Guide/Libraries <-- .
Why will you be better off? Because if you do it this way you don't have to remember to reinstall the library if you upgrade to a newer Arduino release.
Don