I'm using Blender 2.43. I run Blender, go to the File menu, move down and select Import, then move over and down to Wavefront (.obj)...
One of the windows will turn into a file browser. You click on a folder name to go down a level, or click on the two periods ".." to move up a level. When you find the .obj mesh you want to load into Blender, you click on it to make its name appear in the second long skinny box, then click the Import Wavefront .obj button.
A colored bar will appear in the upper right corner showing the import progress. This might take a while. The mesh might be huge, you might have to select everything and use the scale command to shrink it down.
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One of the windows will turn into a file browser. You click on a folder name to go down a level, or click on the two periods ".." to move up a level. When you find the .obj mesh you want to load into Blender, you click on it to make its name appear in the second long skinny box, then click the Import Wavefront .obj button.
A colored bar will appear in the upper right corner showing the import progress. This might take a while. The mesh might be huge, you might have to select everything and use the scale command to shrink it down.