This module is no longer actively maintained or supported by the GoSquared team. It has been deprecated. Feel free to fork it or extend it as you wish but all official support has been dropped.
If you're looking for easy GoSquared/Magento support I'd recommend using the Segment plugin. Read the full support guide here
The following instructions are here for reference but are no longer relevant.
The easiest way to install the extension is to head over to Magento Connect and get the Extension key to put straight into your Connect Manager of your Magento install.
Navigate to the backend of your Magento installation, and head to System > Configuration on the menu bar.
On the Configuration page, scroll down to the GoSquared heading in the sidebar and select Settings.
This page allows you to input your GoSquared Site Token for your website (which can be found at http://home.gosquared.com/developer) into the input area provided. Note that it will start with "GSN".
Finally you are able to configure how you want the extension to work by choosing if you want admin pages tracked and how users should be displayed in the GoSquared Dashboard.