Download the Pocket Tunes ZIP file from http://www.pocket-tunes.com/download.html and unzip it onto your Mac.
Open the folder containing the installation files with Finder, then open your Palm Desktop Quick Install (I believe in the conduit menu it says "Install files to handheld"), you can drag the files from the Finder window to the Palm install window, then do a hot sync to install the files.
You'll want to install the 'PocketTunes.prc' file and the 'SleekBlue.pdb' file (except on a Treo 600, install the 'SleekBlueLowRes.pdb' file).
If you want WAV and/or OGG support, go to the plugins folder and drag over pTunesOgg.prc and/or pTunesWav.prc as applicable.
Finally, if you use a Tungsten T3, you will need to contact Palm support for the files AppSlipRotate.prc and StatusBarLib.prc, they allow you to rotate the screen etc. Alternatively you can do a Google search for the two files as they are standard Palm files. They are ONLY for the T3, DO NOT install these final two files on any other device!