It appears that the download link in the original post has been dead for a while. I am providing two additional links.
1. http://glencoe.mcgraw-hill.com/sites/0010126585/student_view0/megastat.html (from McGraw-Hill, in lower part of the page)
2. MegaStat_files (from my blog, this link should stay as long as this website is live)
MegaStat® is a full featured statistical add-in for Excel. This guide will help you setup MegaStat package in Excel 2010.
(MegaStat is a registered trademark of J.B.Orris, Butler University)
1. Download MegaStat add-in file “MegaStat.xla“. (Please make sure what you already have is the latest version by comparing with this website.)
2. Open Excel program. Go to File->Options
3. Select Add-Ins
4. Click “Go”
5. Select “Browse“, and Select the .xla file you’ve just downloaded.
6. You will see “MegaStat” in the list of Add-ins. Make sure that is selected.
7. Now Excel 2010 shows the MegaStat in the Add-Ins tab.