First you need Emacs. Download the bin or fullbin version of Emacs. You will need winzip to extract the files from the tar.gz archive. It should be placed in C:/, And the file to start it should be C:/Emacs/bin/runemacs.exe.
You need a resource file (.emacs) with settings for emacs. Get your .emacs file and place it immediately in C:/. Read it, understand it and follow the instructions (The 'DO's) given in it.
You need ftp access to be allowed to use the ftp server of NannyMUD. To be given ftp access, you need to restrict the allowed hosts you can login from, using the addhost command. A local admin of NannyMUD can grant you ftp access (Mats or Brom will normally handle this).
The ftp.exe that comes with most windows OS will not work with Nanny, since Nanny requires passive ftp. If your ftp doesn't work with Nanny, you can download a passive ftp.exe and follow the instructions in the .emacs file to activate it.
If you have followed the instructions above, you should now be able to connect to Nanny by starting Emacs and pressing M-n (That is alt + n).