Download the EXE file above, run it and follow the steps of the installation program. You need local installation rights (use the Portable version on the right if you do not he local installation rights).
Portable (2.60): Download NowKeePass-2.60.zipDownload the ZIP package above and unpack it to your forite location (USB stick, ...). KeePass runs without any additional installation and won't store any settings outside the application directory.