Warning: Never exceed the towing capacity ratings of your car.
Step 1: Parts and Tools
Unpack the package. Look at the bag of parts. Read the instructions. Note the torque specs.
Gather your tools. Safety glasses (to protect your eyes), torque wrench (to make sure the hitch stays attached), hammer and chisel (to remove any schmutz on your car frame), inspection mirror (to make sure the carriage bolts are installed right), etc.
One change: To attach the ends of the hitch to the frame, I used big round washers instead of the u-shaped washers which came with the package. I'm not a mechanical engineer, but my gut didn't like the u-shaped ones. Caveat emptor: deviate from the manufacturer's recommendations at your own risk.
Step 2: Tips
2) The holes in my frame had a little raised flange around the opening. Ensure the big washers seat snugly against the flat surface of the frame. Do not get them hung up on this flange, else it will be weak and could come loose.
3) One of my frames was covered with shmutz (undercoating, road kill, whatever). Chisel off this crud to get a nice flat surface. Coat it with primer paint to prevent rust.
4) The center of the hitch attaches to the tie-down bracket under the trunk/boot with a small u-bolt. Remember to insert this u-bolt while you are test-fitting the two main frame bolts. Otherwise it is impossible to wiggle into place.
Step 3: Assemble and Finish
One last time, ensure the carriage bolt heads are properly seated, and ensure the big washers are not hung-up on the frame hole's raised flanges.
Here are some more photos.