You'll get a nag requester if you don't register (so do that). WHDLoad is probably the single most important piece of software on the Amiga today.
CrossDOS tutorial:
1. Drag PC0 from Storage/DOSDrivers to Devs/DOSDrivers.
2. Doubleclick PC0
3. Insert disk.
EDIT: And the next time you boot, simply...
1. Insert disk.