Ignore the Marlin_LCD filename mentioned. Just unzip everything from the first post here to a convenient location. After you have the Arduino software installed just open Marlin.ino by double clicking on it. It may ask if you want to create a sketch folder named marlin, just say OK. Then follow the FAQ ...select the tools/board/Arduino Mega 2560, and click on the upload arrow. You should be all set if I didn't forget a step.