Go to http://www.ncsoft.jp/lineage/ and click "Game Download".
Find the two orange buttons a little way down the page. You need to download both halves of the client. One from each button.
Once both downloads are finished, double click "Lineage Setup Part 1.exe".
The installation will be in Japanese but it's very straight forward to figure out. If you have any problems, please leave a comment below.
After the installation has finished you will have a new Lineage icon on your desktop. Before you can enter the game, you will need to change your system local to Japanese. Here's how.
As of August 31, 2014 there are two major patches to install. When you first run the launcher the update process will take 20 minutes to an hour. When that update is finished, the client will restart and you will be given another patch to download. This one can take any where from an hour up to three hours. Be patient.
Once the update is finished you should be ready to play! As always, if you have any problems or questions please leave a comment below.