Please be specific if you have problems... Kloxo is not that hard to install, all you need to do is just run a script and everything will be automated.
Actually, a while ago BlaZe posted a tut here on WJ: http://www.wjunction.com/showthread.php?t=9813 (DNS), http://www.wjunction.com/showthread.php?t=9800 (installing Kloxo)