$ md5sum -c blender-2.71.tar.gz.md5sum
To install Blender, download the appropriate package for your platform.
The Windows version comes with an optional self-extracting installer,
for other operating systems you can simply unpack the compressed file to the location of your choice.
Provided the Blender binary is in the original extracted directory, Blender will run straight out of the box. No system libraries or system preferences are altered.