Before starting installation via Magento connect, you would like read this post from step 1 to step 3.
And make sure the module package are available install via Magento connect.
Step 4. Go to System > Magento Connect > Magento Connect Manager
Step 5. Login by your admin user and password
Step 6. Upload module and completed installation.
Note:
– You might need to change the settings of Magento Connect before upload and submit installation.
– Most of popular issues with Magento Connect are the permission.
Leave your comment if you got any trouble with installation.