Hopefully,
you've installed Quest, and you are ready to play. After double
clicking on the wonderful Quest Icon on your desktop, you should be
greeted with this window:
Go to the Quest download page,
Download the full version (first link). Follow downloading instructions.
When complete, download the Monster Pack Addon (found on the same page) and extract it into your Quest folder.
IE: C:\Program Files\Quest\
If you did not alter the installation process, a Quest icon will be present on your desktop.
It has begun!
It
should be noted that Quest has a tendency to "hang" on the above
screen. If you load the game, and it seems to be <searching for
quest master server...> for a long time, close the program (you
might have to alt, ctrl, del to close it all the way) and reopen it
from your desktop. (Thanks Raetac)