Uncompress the MPW shell, mactool.zip, and MacStella if your browser (or ftp client) hasn't already done so. If you're missing some of these files, go back to the main page and follow the links to download them. If you have trouble uncompressing any of these files (especially mactool.zip), go to this link.
Now there is one thing I think I should mention. If you have the time, you'd probably prefer to do a "full install" of MPW. This includes all of it's groovy tools, from a Pascal to C to goodness knows what else. Not only that, every duck is in the proverbial row. I'd go this route if you have the time. It is a pretty hefty download. Go to this page to find out how to do it!To add the mactools to the full install, simply place DAsm and Distella into the tools folder, and place mne6502.txt, suite6502.txt, and vcs.h into the same folder that holds your MPW Shell. To make things even easier, here's an image. It'll take about three minutes to load, during which time you probably could've figured this all out on your own, but once you start using a cool tool like ZMac's Cheaper Image, regardless of the fact that it crashes with almost every use, you just can't stop.
If you opt not to sit around until the year 2010 downloading MPW's full install, I understand. Just download the shell from the link on the Mactari home page, and follow these simple directions:
Another high-quality image brought to you by ZMac's
Cheaper Image and the 
- shift - 3 screenshot function. Spiffy, huh? I had a nicer
one, but my Mac crashed. No, honestly, it did... ;)
And that should do it. Now move on to the DAsm
tutorial or the distella tutorial.