1. First, you must register an account with XLink at http://www.teamxlink.co.uk/signup.php. You don't have to fill out all details, only * are important.
2. Then, download XLink Kai which is in http://www.teamxlink.co.uk/downloads.php/ and simply run the installer.
3. Here comes the difficult part, which is forwarding your port. It is quite different depending on the type of your router. By default, its usually goes at 192.168.1.1. You must login and go into the port forwarding section. See how to port forward your router below: