If you're using a Mac, just go to vassalengine.org. Right there on the home page is a download link for the most recent version of VASSAL. Once downloaded, installing VASSAL is as easy as opening the disk image and dragging the application into a folder. The module for SWM on VASSAL (10.1) is not current, as it does not include the VSets nor certain maps. To get the current 10.2 version, you have to download it from swmgamers.com. Go to http://www.swmgamers.com/forums/viewtopic.php?f=53&t=15420&hilit=vassal and click the "Download it here" link on the first forum post. Then click the little blue download arrow. When the file finishes downloading, move it to the same folder in which you put VASSAL and rename it SWMinis.vmod. Then open VASSAL, go to File, Open Module, navigate to the folder containing the module (if necessary), select it, and click Open. Now you have VASSAL with the current module installed. When I first downloaded VASSAL, there were also a bunch of extra map extensions. I don't know if you need them because the module has been updated, and I can't seem to find them anywhere anymore on the VASSAL website. You might want to ask somebody else about this. There is a user that goes by thereisnotry that created the module that might be able to give you more information about whether you need these extra map extensions than I can, and possibly where to find them if you still need them.

In order to get the Virtual Sets extension, however, you have to download something extra and, for now, as far as I know, you have to have an account on 4shared.com. The link for the V-Sets extension file is http://www.4shared.com/get/-DqwNt9P/Virtual_Sets.html. You'll want to create a folder called SWMinis_ext in which to put this file. Then follow the instructions here: http://www.swmgamers.com/forums/viewtopic.php?f=0&t=10576&p=153044&hilit=vassal#p153044. If you have any further questions or have trouble downloading the V-Sets extension, contact thereisnotry. I have not downloaded the V-Sets extension yet myself because I don't want to create an account on 4shared, so I really can't do much to help you with that except point you in the right direction.