Step 1: Download The Necessary Software
Step 2: Install AnyConnect (WinOS)
The file downloaded as a zipped file. You should be able to double-click on it to open it. Double click on "anyconnect-win-4.6.00362-core-vpn-predeploy-k9.msi" to start the installation process.

Step 3: Install AnyConnect (WinOS)
Click "Next"

Step 4: Install AnyConnect (WinOS)
Select "I accept the terms in the License Agreement" and then click "Next"

Step 5: Install AnyConnect (WinOS)
Click "Install"

Step 6: Install AnyConnect (WinOS)
You may get a "User Account Control" pop-up asking "Do you want to allow this app to make changes to your device?". Click Yes.
Step 7: Install AnyConnect (WinOS)
When AnyConnect is finished installing files, click "Finish".

Step 8: Install AnyConnect (WinOS)
You can close down the folder with the installer and delete the zip file now as you will no longer need it.

Step 9: Install FireEye
The file downloaded as a zipped file. Right click and select "Extract All…"

Step 10: Install FireEye
Click "Extract"

Step 11: Install FireEye
When the files are done extracting, a new window pop-up will appear with the extracted folder. Double click to open the folder and double click on "xagtSetup_31.28.4_universal.msi" to start the installation.

Step 12: Install FireEye
Click "Next"

Step 13: Install FireEye
Click "I accept the terms in the License Agreement" and click "Next"

Step 14: Install FireEye
Click "Next"

Step 15: Install FireEye
Click "Install"

Step 16: Install FireEye
Once the install completes, click on "Finish"

Step 17: Install FireEye
You can now close the FireEye folders and delete the FireEye-PC.zip file as you no longer need them.

Step 18: Configure VPN
Go to Part 2 here.