I'd recommend you not to use Cheetah quite yet, since it's still in alpha (it's not finished yet), and might not be the best place to start with UCIs.
I personally use Leaf, Lynx and Sense, until Cheatah is finished.
Installation is easy enough, just download the file, unzip it to System/Flash UI.
If one of the files is named MainmenuN.swf, you'll have to change the N to 1, 2 or 3.
You know how the J3 has 3 different menus you can choose from? Whichever number you pick, the UCI will replace that one.
I'm terrible at explaining this, but i hope it helps.
We also have a very small but helpful community, here, so if you need more help, don't hesitate to make a thread and get everyone involved