It's almost as easy as 1, 2, 3, in that you have to install 3 things. Kelleher only made a version for PC and has no plans to make one for any other platform. First download the Storytelling Alice zip file and unzip it anywhere you want it, like your desktop. The program runs on Java and needs the Java 3D API and Media Platform to work. You can find the 3D API here (look for "j3d-1_5_2-windows-i586.exe") and run it from your desktop. Finally, download the Java Media Platform here (after clicking download you choose your platform).
UPDATE (7-2-09): In reinstalling SA on an image for a new model of Dells I realized that the Java software is only necessary for rendering the 3D content in an HTML page. You only need that if you're publishing a story as HTML, which you do from the file menu. If you don't plan on using this (and you may not as it doesn't support the speech bubbles or any audio) then all you need is SA itself!