Installation of the module is handled the same way as all modules -- log in to your portal as a host user and, once logged in, select the "Module Definitions" option from the host menu.  When that page loads, you may select "Install New Module" from the dropdown.  When that portion loads, hit "browse" and select the zip file for the module and select "Install New Module" after you have selected it.  It will install and place it as an option in your modules dropdown after that.

Some versions of DotNetNuke have a slightly different procedure for installing modules (the text is different) though the basic premise is the same.

Thanks for the feedback. 

Did you put an instance of the module on a page?  Once you add an instance of the module to a page you can then proceed to open the settings on that module the same way settings are opened on all other modules (both core and otherwise).

Please make sure you understand how DotNetNuke works before implying that the menu is causing you problems or that it is not programmed correctly.  So far your questions have been more related to general DotNetNuke functionality than functionality of the module itself.

I would be interested in seeing an error message from DotNetNuke (your portal, under the event viewer) showing what error caused your installation to freeze.  The SW.Menu module exists on roughly 100 or more portals already and not one has reported any issues with it.

There is no sample code to provide with the menu, though I could work up some sample CSS to go with it.  I would be open to some user submitted samples as I am not a designer by any means and any CSS samples I would provide would be extremely limited at best.