Download Blender for your system.
(Optional) Download and Install Python 3.x. On some Systems Blender comes with a bundled Python and thus Python does not need to be installed one your system. You can see this in the system console when Blender starts. If Python is bundled it will write something like "Found bundled Python ...".
Somewhere on your harddrive create a blender-scripts directory. Within that directory create an "addons" folder.
Open Blender and open up the File-Preferences Dialog by going to File > User Preferences.
Select the File tab and hit the button next to the Scripts input field and locate the blender_scripts directory and hit Save User Settings.
Blender will now look for additional addons/scripts within your blender-scripts directory.
Download the latest version of XPlane2Blender 3.2x here by selecting one of the listed downloads clicking the zip or tar.gz icons.
Extract the contents of the archive somewhere on your computer. You will get a folder named something like XPlane2Blender-3.20.x. Within this folder navigate to blender_25/ and copy/move the folder io_xplane2blender into your blender-scripts/addons folder. (Afterwards you can safely delete the left behind folders, they are meant for developers.)
XPlane2Blender-3.20.x> blender_25> io_xplane2blender
Open Blender and open up the User-Preferences Dialog by going to File > User Preferences.
Go to the Addons tab select Import-Export as Category and start typing XPlane into the search box in the top left.
The addon Import-Export: XPlane should appear.
Now Hit the checkbox next to it, to activate it. (Sometimes you must hit it twice to work).
Finally save this configuration by cliking on Save User Settings. XPlane2Blender is now permanently activated in your Blender.
If you think this is a good thing buy me a beer.