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Detailled and up-to-date information on installing MIST can be found in the MIST repository on git:https://github.com/ethereum/mistgit Mist repository.
There are two "branches" of MIST: the first, the experimental MIST Browser (still in developement, current version 0.3.6) is an environment to launch DApps; the second is the MIST Wallet. You will need the MIST Wallet.
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