HOW TO SET UP AMIBROKER
Download the installer exe file from their site www.amibroker.com

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Install it as usual in this location c:/program files/amibroker

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Now your amibroker is ready to test. Go to 'about', see it is unregistered version and does not save changes. This one is useless.
Registration / Crack:
If you do not want to buy the original amibroker, just ask your friend (who has a cracked or original professional version) to send the 'brokey.dll' file (available in the main folder). Then delete your brokey.dll and paste the new one there. Done.
Now see the 'about'. This one is registered and professional version or may be standard version. Professional one is best, standard version has some limitations. I used standard version for a while but it can not import excel data. So, never use standard edition.
One illegal crack is available in the internet, which is registered to Shashi Sethi. This one is good if you do not use Amiquote. If you use amiquote, Your amibroker will stop working and will tell you to buy new amibroker. 'Shshi sethi and amiquote can not stay together'.
As DSE-data is not available via amiquote, we have no problem to use shashi-sethi's crack. We are actually offline!
HOW TO CREATE NEW DATABASE IN AMIBROKER
First of all make a new database folder. Go to c > program files > amibroker. Make a new folder here (inside the folder ‘amibroker’). Name it as “00 my database” (you can choose any name). Now open amibroker program. Go to file > new > database > browse > (here show the empty folder 00 my database) > open > create. Ok

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HOW TO IMPORT DSE DATA IN AMIBROKER

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Now you have to import data. Paste the folder 00DSEDATA (the folder containing your csv files) in anywhere in your hard drive, better avoid c drive. In this way u can save it from accidental crash and consequent formatting c drive.

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************IMPORT ASCII:****************
Open amibroker. Go to file > import ascii > ( here open the folder 00DSEDATA select all files by pressing ctrl+A ) > set your file type as default ascii or yahoo's csv > open. Done.
If you are importing data from a csv file that is not like yahoo's one, you have to use 'import wizard' for the first time. Then save the 'file type' or 'file format', and use this format to import data via 'import ascii'.
Method of using import wizard: (do it only for the first time):

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File > imprt wizard > pick files > browse to select your csv file > open > next > set your columns according to the sample visible at the bottom of the dialogue box. carefully set the date. Don't forget to skip first one line if your csv file shows a row with 'headlines'. Usually we do not have any headline-row, so carefully set it. > next > tick the check box to add current settings to ascii importing definition (it will save your format). Do not place tick mark if you do not want to save the format. > give a format file name (like NEW3.format). Write the description (like NEW3). Do not change the file-mask. > finish.
Your data is imported. From now on, you will see 'NEW3.format' in file-type box while import ascii. You can import your data (from this type of csv files) by using this format via 'import ascii'.
I have made several format files. ddd.format, dsnap.format, sarimEOD.format, sarimSNAP.format etc. Easy to recognize.