Installation instructions (last update: version 0.5.3)
First of all, make sure you have Java installed on your system. ReX requires a Java Runtime Environemnt (JRE) or Java Development Kit (JDK), version 1.5 or higher. Installation instructions depend on your operating system; Mac OSX usually comes with a suitable version of Java pre-installed, while for Windows OSes you need to download it from Sun's Java website. Modern linux distributions should include a JRE or JDK by default; if not, you may choose to install Sun's default implementation or the OpenJDK one.
Once you have Java installed, dowload the ReX package corresponding to your operating system and decompress it in a folder of your choice. Start the program by double clicking on the ReX program icon (the actual executable name varies depending on your operating system). The main application window will appear, showing the default view layout (perspective), containing the plot view, the optimization view and a tabbed folder with the dataset, sample and parameters view.

If the window layout differs from the one shown, or some views are not displayed, select the View->Reset Perspective entry in the main menu; this should restore the layout to the default one. Now you are ready to go - be sure to check the tutorials in the help section!