Go to
http://folding.stanford.edu/download.html
and download the proper client for your system I use the Windows XP GUI client. Run the program and enter "36120" under the team name.
It is as simple as that. The client stays in the background and folds proteins when you are not running anything else. You should turn off screensavers, allowing the monitor to turn itself off after 10 minutes or so.
You can also read prophetic's instructions in post # 68. He nails it for the F@H console version.