Go to Setup:Administration Setup:Data Management and click on Download the Data Loader. Save the file to your Desktop.
Once it is downloaded, laucnch the installer by clicking on ApexDataLoader.exe.
Click on the operation you wish to use.
Login with your salesforce login. You will need to append your security token to your password and click on Log in.
To get your security token, go to Setup:My Personal Information and click on Reset your security token. You will receive your token via email from firstname.lastname@example.org.
Sep 20, 2011