BSGPS is actually a quite easy application to set up. Practically you download the setup package and install it. It also needs a GPS devices connected to one of the COM ports.
Download the software and double click it to initialize the installation procedure. Once you've set it up, go to View > Options and check the COM ports. After the device is connected, you can browse the map and use other functions of the software.
This is how it looks like:
