Installing the pinlabel package

1. Download the file pinlabel.sty (right click the link and choose Save Target As...) and save it in the folder M:\miktex26\tex\LaTeX\pinlabel. (If you're working at home, replace M:\miktex26 with C:\texmf. Wherever you're working, you may need to create the LaTeX folder and its pinlabel subfolder if one or both of them don't already exist.)
2. Go to Start->Programs->MikTeX 2.6->Settings. In the dialog box which comes up, hit the Refresh FNDB button and wait for it to complete its work. Then hit the Update Formats button.