Installing is easy.
Use WebStart - Webstart jOggPlayer which runs it and installs it with links on your desktop.
download and Double click on the install jar file (jOggPlayer116-install.jar)
download and type
if either of those methods don't work try
If you have downloaded a zip archive... Create a new directory and unzip the archive into it (ie. d:\apps\jOggPlayer).
It is now installed.