First thing you need to do is to install a Subversion client if you already don't have one. The most popular one is TortoiseSVN. You can download it from here:

IMPORTANT - If you haven't used TortoiseSVN or any source control clients before, please read this tutorial page below, once you download and install TortoiseSVN.
TortoiseSVN Tutorial - http://www.igorexchange.com/node/87
Subversion Tutorial Movie - http://coding-time.blogspot.com/2008/04/subversion-visually-explained-in-30sec.html
This will get you up to speed on the basics of source control usage with Subversion.
WheelMUD's Subversion Server
We are hosting our own repository over on this url:
svn://svn.wheelmud.net/WheelMUDSharp/trunk
Using TortoiseSVN to get the source
I'm going to assume that you have never used TortoiseSVN, and guide you step by step. For this example I'm going to assume that the root directory will be C:\Projects\WheelMUD. So go and create it. Then right-click on the directory, until you see the context menu below.

Make sure that you select "SVN Checkout..." You will now see the Checkout dialog.

Make sure to type svn://svn.wheelmud.net/WheelMUDSharp/trunk in the textbox marked as "URL of repository:" Click the OK button.

You will see a lot of files being added. Wait until you see the line that contains "Completed" as the dialog above.

Your file list will have green checkmarks as above. The file and solution list will probably look a bit different than the screenshot above, but that's to be expected as we are making a LOT of changes.