How to install
First of all, you need to install Baldur's Gate II Shadows of Amn, preferably with all the updates and patches. If you don't have the game, you may purchase it from some online shop as http://www.gog.com, for instance.
1- Download the installer from this web.
2- Double click the installer and follow the instructions.
3- When installed, you'll have shortcuts to the game in the desktop and the Start menu.
4- Before playing, reading the instructions is recommended. They are available in a pdf document under the Shoplifting 2 shorcuts group in the Start menu.
5- To start playing, double click the shortcut of the game. A new interface appears. It is interesting to read the Readme file before playing.
6- Select 'play' and then 'start 1' and 'start 2'. In the following screen, select 'protocol' and choose the preferred protocol connection, then 'ready' and 'start 3'.
7- In the following screen, write a name for the session and player, and click on 'load game'.
8- In the saved games screen, load the game 'Start-E'.
9- In the characters screen, click on all the arrows behind the portraits and then on 'ready'.
10- And that's all! Good luck!
For further information, I recommend the article written by Icelus about how to build and maintain clean installations: http://forums.pocketplane.net/index.php/topic,17555.0.html