How to Get OMGclick
You can grab the latest release of OMGclick from the download page. Be sure to actually read the text on that page before you end up asking a question that is answered on that page.
If you run into trouble downloading due to false positives, see the instructions on How to Get Past Anti-Virus Protection.
Once you have successfully download the ZIP archive with the latest release, locate the file on your computer. If you followed the instructions on the page linked above, it will be in the folder you added to your exclusions unless you downloaded it somewhere else on your computer.
Right-click on the ZIP archive, and select “Extract All…” from the contextual menu:

In the “Extract Compressed (Zipped) Folders” dialog, enable the “Show extracted files when complete” option if it isn’t already selected. Then click the Extract button:

A new window should appear showing the contents of the OMGclick folder. From here, just launch OMGclick.exe. It will proceed to extract some files and folders it requires in that same folder (OMGclick doesn’t touch other files/folders on your computer or your registry).
Once it is done, you should see the OMGclick main window with a prompt asking you if you want OMGclick to automatically check for updates:

Clicking “Yes” will enable this option, and OMGclick will proceed with doing an initial check for a new version. This will occur whenever OMGclick is launched.
Choosing “No” will disable automatic update checks, but you can always re-enable it later in the Extras tab.
See How to Use OMGclick to continue on…