Here is a step by step instruction:
http://solidice.com/keyclone/kc_wow_stepbystep.html

If you got lost in that, here is a bunch of setup videos:
http://solidice.com/keyclone/video/

Most people think they can come in here, not read anything (skim through) and be able to setup and go. Not saying you are one of them, but most of the posts are right here in front of you stickied at the top of the page. If you still can't figure it out after reading and watching those videos, i have no idea how to help you.

Good Luck

Btw You will see a Do-Not-Send Tab, you will want to put at least w a s d in there (or whatever keys you mainly use to move) since your 'slave' will be set on follow. If you don't your guy will be running all over the place.