I use blogdesk for a couple of my blogging activities. It is light in weight, not too complicated to use and can get things done quickly, so I thought why not just put up a post about installing it rather than mentioning "installation" over and over again in my future posts.
Download Blogdesk from here: http://www.blogdesk.org/en/download.htm, double-click to install:
Now, your Blogdesk installation is ready to roll.
The above is only a default installation of BlogDesk without any configuration for any particular kind of blogging platform/system. You can find some specifics, blogdesk for: (Wordpress, Joomla, Drupal etc) by searching the site.
Note: the above was prepared with version 2.8(build 400), and I'm running Windows XP, Service Pack2.