This walkthrough shows how to get MUSHclient going under Windows 7 (similar remarks probably apply to Vista too).
The normal installer puts writable files (like world file and log file directories) into a place it shouldn't, namely the Program Files directory, which is now protected. Until the installer is updated you can follow this post to get MUSHclient going anyway.
download the standalone zip file from http://www.gammon.com.au/files/mushclient/MUSHclient_4.43.zip (3.2 Mb).
[EDIT] More recently, download http://www.gammon.com.au/files/mushclient/MUSHclient_4.94.zip (4.6 Mb). However the rest of the instructions should be much the same.
I put the download into my Users folder, but wherever it got downloaded, you should see it like this:
Double-click the "MUSHclient_4.43" folder to open it, you will see a single directory, like this:
Copy that folder somewhere - I put it on my desktop, like this:
Double-click to open and you will see the MUSHclient program, support folders, and other useful files:
You can make a shortcut in your Start menu, by simply dragging the MUSHclient icon (the yellow icon that looks like Aladdin's lamp) directly onto your Start menu button (bottom left-hand corner of the Windows window). Then when you click on the start menu, there it is:
Now you can start MUSHclient, either from the Start menu if you made a shortcut as I just described, or by double-clicking the MUSHclient icon in the folder you just copied.
It should now start up, and amongst other things, display a message about help not being available. This is because the help file was designed for earlier versions of Windows:
You can install the WinHelp.exe program by following the link shown, and choose to get it for Windows 7:
After a bit of mucking around validating your copy of Windows, you can download WinHelp:
Once that is downloaded, install it, and then the help function will work normally.
It should now work, like this:
You may find if you go to save a world file it will try to put it into My Documents. This is OK, but you can navigate back to the "worlds" subfolders of the MUSHclient folder. That might be more convenient.