Steps to use AntiXSS 4.2.1 are –

1.      Install AntiXSS4.2.1 from below location –

http://www.microsoft.com/en-us/download/details.aspx?id=28589

2.      After installation, run the setup file - AntiXss 4.2.1.msi

3.      This will install .dll file (AntiXSSLibrary.dll) at following location –

C:\Program Files (x86)\Microsoft Information Security\AntiXSS Library v4.2\NET35

4.      Add the reference of this .dll file in your project [Right Click on ProjectName -> Add Reference link]

5.      Once this is done, add following line at the top of file where you want to use AntiXSS’s Encode method –

using AntiXSS=Microsoft.Security.Application;

For more details, refer below url –

http://blogs.msdn.com/b/syedab/archive/2009/07/06/preventing-cross-site-scripting-attacks.aspx