Close all projects in Delphi
Then Close delphi.
Unpack the zip file
Open Delphi. With File/Open
go to (folder where you unpacked it, D2009)
Go to the folder, open the project file for acnt2009_r.dpk file via the file/open project.
Build.
Close.
Same folder, open the project file for the acnt2009.dpk (acnt2009.dproj). Ignore any warnings.
Build,
Close.
Go to the menu Component/Install Packages
Pick alphacontrols lite.
Check the box, say OK.
Close and re-open Delphi, the controls will be in the tool palette.