When the file has downloaded, double click to open it. When it is uncompressed, double click on the folder called 3ConnectUK_20081006_r66.
Open the folder called 3Connect Installer.app, then open the folder called Contents.
Open the folder called MacOS and double click on the InstallerLauncher icon. The software will now begin the installation process.
Click here to follow the installation instructions for 10.4 (Tiger) and here for 10.5 (Leopard)