Get the Client from distributed.net for your OS
http://www1.distributed.net/download/clients.php
How-To guide here
http://www.distributed.net/docs/tutor_netopt.php
Networking Options
http://www.distributed.net/docs/tutor_netopt.php

Run it the first time and it will ask you some questions and create dnetc.ini
Then edit dnetc.ini (here is a copy of mine)

Code:
[parameters]
id=YourEmailAddy@MyDomain.com change this to your email addy

[misc]
project-priority=RC5-72=1, OGRP2=0 this is for RC5 only
project-priority=RC5-72=0, OGRP2=1 this is for OGR only
[triggers]
exit-flag-filename=exit.now
pause-on-no-mains-power=no

[display]
progress-indicator=auto-sense

[ogr]
core=1
fetch-time-threshold=0
fetch-workunit-threshold=3

[rc5-72]
core=-1
fetch-time-threshold=0
fetch-workunit-threshold=0

[processor-usage]
priority=3

[networking]
autofindkeyserver=no
keyserver=www.free-dc.org:2064 <-- This forces your client to get work from Bok's pproxy server
nofallback=true
dialup-watcher=passive
interfaces-to-watch=*
disabled=no

[buffers]
threshold-check-interval=0:30
checkpoint-filename=check.txt
frequent-threshold-checks=3

[logging]
log-file-limit=500
log-file=dnetc.log
log-file-type=fifo