Thread the sash chain over the pulley, and pull it down far enough so that it can be attached to the weight.
Attach the sash chain hook to the sash chain and weight so that the end of the chain is attached to the weight.
Position the sash at the end of its run in the window frame and pull down the exterior length of chain so that the weight is against the pulley. Lower the weight approximately 1 inch. Hold the chain at this setting and pull it over to the knot pocket in the sash.
Hammer a nail through the chain into the sash on the inside of the knot pocket to fasten the sash chain in place. Repeat this process for each window sash that needs a sash chain installed on it.