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Installation

(I, in general, recommend using the OneClick wordpress plugin. It makes plugin installation a piece of cake, especially if you’re doing more than one. Not that installing this plugin is hard or anything…)

Download the plugin.
Install it to your /wp-content/plugins/ directory
Activate the plugin in your Wordpress Admin UI.
Visit the Settings / Infinite Scroll page to set up the css selectors.
The plugin will now work for a logged in Admin, but will be disabled for all other users; you can change this.

CSS Selector Setup

You need configure the plugin with CSS selectors that match your theme.

Content CSS Selector: The DIV that wraps around all posts. New posts will be inserted at the bottom of this DIV.
Post CSS Selector: The selector that selects all posts on a page. Each post must be surrounded by a single DIV.
Navigation links CSS Selector: This DIV contains the Next Posts and Previous Posts link.
Previous Posts CSS Selector: This A tag is what points to the 2nd page of posts.

Troubleshooting

Your posts need to be wrapped in divs all next to each other.
You need a link on your page to the next page of posts.
Does it still keep going, even at the end of the blog? Infinite scroll is configured to die when it hits a 404 Not Found status code, so when it goes through all your archives it should hit a /page/43/ (or something) that doesn’t exist, then show a message “Congrats, you’ve reached the end of the internet.” Some wordpress themes don’t report not found pages with a 404. Try a different theme or contacting the theme author.

FAQ

Can I change the number of posts loaded?: Yup. But that’s a Wordpress thing. Go to Settings / Reading
Is it SEO-Friendly?: Yes all enhancements are made via javascript only, so search spiders see no difference.
Is it accessible?: Things won’t change for screen-readers. This technique degrades gracefully.
Why doesn’t it work on ____ page?: Currently, the plugin is disabled for everything but the main page, but I’ll work on enabling it for Archives, Categories, and Tags.