Go to
http://jcato.net/downloads/index.html , download and run the setup file of the "Full Program v4.0" link (
http://jcato.net/downloads/history/ootphist4.zip). Assuming you are using OOTP5 you then download and unzip the "Update to 5.3" link (
http://jcato.net/downloads/history/histv530.zip) into whatever folder you installed OOTP History in. Then download and unzip the contents of the "CommishJoe's Exporter 5" link (
http://jcato.net/downloads/history/exporter5.zip) into whatever folder you installed OOTP History in. From there you follow the step by step detailed instructions provided by Jeff Cato in the "View Readme" link (
http://jcato.net/downloads/history/readme5.html). If you have questions about an instruction in that readme file people here are usually pretty quick to help.