The easiest way is to Install Composer, then use the composer create-project method, follow the documentation here: http://laravel.com/docs/installation#install-laravel
study composer will helps you more, to set-up Laravel.
Which os do you use?
I usually put the laravel phar in my path in OS X, make it executable and run (in command line) laravel new projectname
Then cd to the projectfolder and run composer update
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