Login to your WordPress installation, and click on the "Add New" link in the "Plugins" box. Search for "SlidePress". When found, click the "Install" link.
With SlidePress installed, you now need SlideShowPro (the Standalone version). This version can be independently embedded and customized in HTML without the Flash authoring application. SlidePress uses it to render slideshows.
Unzip SlideShowPro Standalone and upload the swf file inside the "SWF" folder to your wp-content/uploads/slidepress/flash/ directory.
Installation is now complete and you're ready to build slideshows! See the usage instructions if you need further assistance.