Sun once you have downloaded and installed PowerShell you should be able to run it as follows:
1) Start Menu | All Programs | Windows PowerShell
2) Right-click on the PowerShell icon and select "Run as Administrator"

That will bring up a PowerShell console, which will look a lot like a cmd.exe console. In that window, type the following:

Code:
Set-ExecutionPolicy RemoteSigned
That tells PowerShell that you only want to require digitial signatures for scripts not stored on your local machine.

Now go up to the post at the top of the thread and copy all of the script code. Start notepad and save it to a file called "New-Wow.ps1" located somewhere in your path.

If you don't have a directory where you put cmdline executables and scripts save it to a new dir called "c:\bin" and add that to your path using "Control Panel\System and Maintenance\System" | Advanced System Settings | Environment Variables | PATH. Then restart PowerShell as before (running as administrator).

Now type this:

Code:
New-Wow c:\wow1
You should get a new symbolically linked copy of WoW at the indicated location. Obviously change it to whatever location you prefer.

Finally, be sure to read my note about possible glitches when deleteing or renaming directories containing child symbolic links through Windows explorer. If you want to delete c:\wow1, be sure to first go in and delete the symbolically linked child folders (c:\wow1\cache, etc.) directly. If you do it that way you shouldn't have any problems.

Let me know if any of this still isn't clear.