Blender also must be Blender version 2.4.x. The 2.5.x series do not have an exporter yet. Other than that, just install Blender, place the import script and xml2g binary in the scripts folder of Blender. If windows, I would recommend setting the scripts folder to be the installation folder when installing, as its nearly impossible to find where to place scripts otherwise. I have uploaded a windows version of the .Blender folder. Place this in your installation directory. I trimmed all files that are not needed for filesize. I'm not even entirely sure if some of the DLLs are necessary. Someone did mention on the side something about them, but to be safe, I just included them. Your blazing fast internet can handle 3MB anyway, I'm sure.
http://www.mediafire.com/?1ru8f3rbvai2bl6