1) Copy indentxml.py to <Sublime Text plugins directory>\Users. If you are not sure where is it located start Sublime Text and open Preferences -> Browse packages... In dialog opened you could copy path to plugins directory.
-For Windows 7 it is usually C:\Users\<UserName>\AppData\Roaming\Sublime Text 2\Packages\User
+For Windows 7 it is usually %APPDATA%\Sublime Text 2\Packages\User
2) Add key binding in Preferences -> Key bindings... like