If your site has existing content, you won't want to use the shaper, as it erases the entire database before installing the sample data; in that case, I recommend installing the shaper in a separate location and using it as a reference to copy the basic settings and widgets from.
If you are starting from a fresh WP install with no existing data, you can follow the instructions on the
Wordpress FAQ; there are two methods for installing the shaper on an existing site, and one for using the shaper to create a new site from scratch. I definitely recommend avoiding the "without FTP" method unless you have absolutely no other choice.