Firstly follow the instructions. It's very easy to set up if you follow them and only takes a few minutes. I missed a bit and it didn't work. The developer was great and pointed me to instructions that I'd missed through their support forum.
Secondly I found that I couldn't get it to work with one of my artisteer templates and once again the developer came to my rescue and let me know how to modify my template.
Fantastic support and the module is free.
Mount Gambier Website Design
At first I couldn't get the descriptions to show but the answer was in the support forum (use display rather than show for the description tag).
The css layout didn't match my template but was pretty easy to amend through a little trial and error in the css sheet.
Still the best weblinks extension I've found - and I've tried all the non-commercial ones now.