First go to the extension page so that you can grab the extension key. If you have already tried installing the Lazzymonks Wordpress Integration extension, than you have two steps you need to take first. 1) uninstall the wordpress integration extension from your Magento Extensions manager. 2) delete the blog_setup entry in the core_resource table of your database. (trust me on this one, these two steps definitely come from experience)
Now go to your Magento Extensions manager and input the extension key to install. This will install the extension package and put files in your directory. If you are not using the default template that comes with Magento install, than you need to copy the folder ‘blog’ from app/design/frontend/default/default/template/blog to where ever your theme is. Also do the same for blog.xml from app/design/frontend/default/default/layout. If you miss this step your blog will show up as a blank page.

Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted sum
maries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summ
aries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summarie
s of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts. Excerpts are optional hand-crafted summaries of your content that can be used in your theme. Learn more about manual excerpts.