DukeGuess comes in the form of a Java executible jar file. This means that you need to have the most up-to-date version of the Java Runtime Environment in order to use DukeGuess.
If you need to download the Java Runtime Environment, you may do so here: http://www.java.com/en/download/manual.jsp
Installing DukeGuess is a fairly straightforward process. The first thing you need to do is download the DukeGuess zip file. Do that by right clicking here and selecting "Save Link As..." Make sure you remember where you save the file. If you are using Internet Explorer, you should click "Save Target As..." instead of "Save Link As..."
Now locate the DukeGuess.zip file and extract it. When you extract the files, WinZip will automatically create a folder called "DukeGuess" where you told it to extract, and place all the files you need within that folder.
Now you are ready to start using DukeGuess!