1) All files from downloaded LinKnot.zip extract 
in directory

C:\LinKnot

WinZip will extract it automatically 
in the subdirectory LinKnot.

2) Open in Mathematica 5.x the file K2KL50.nb, 
in Mathematica 6.x the file K2KL60.nb, 
or in Mathematica 7.x the file K2KL60.nb

and run the first line from the Introducion

SetDirectory["C:\\LinKnot"];
<<LinKnots`