MikTeX 2.1 (and later) maintains a database of packages it "knows about", together with (coded) installation instructions that enable it to install the packages with minimal user intervention.
If MikTeX does know about a package you need installed, it's worth using the system.
First, open the MikTeX packages window: click on
Start->
Programs->
MikTeX->
MikTeX Options, and select the
Packages tab.
On the tab, there is an Explorer-style display of packages.
Right-click on the root of the tree, "MikTeX Packages",
and select "Search": enter the name of the package you're
interested in, and press the "Search" button. If
MikTeX knows about your package, it will open up the tree to show
you a tick box for your package: check that box.
If MikTeX doesn't know about the package you're interested in, you have to use the long-winded procedure outlined elsewhere in this FAQ.
If necessary, repeat to select other packages, and then press
"OK"; MikTeX tells you how many packages you have
selected - if you're happy, press "OK" again.
MikTeX will go off, download the package (as a
.cab file), if necessary, install the files of the package, and then
refresh the filename database so that the files will be found.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=miktexinst