There are three parts to the site: if you have (or want to have) your archive links appear on a separate page, with just a link to that page from your main blog page, choose the "Separate archive index page" link above, but if you prefer the much sexier, more elegant, altogether better style of including the links to your archives on the main page, choose the "Included in main page" link. For either style, if you have monthly archives and would like a calendar to navigate within the archive pages, try the "Calendar" link. Not sure which you want? Read on...
You might choose a separate archive index page over included links because the links take up too much space on your main page (weekly archives for a year of blogging, at 23 characters per link name, is a lot of screen space). Of course, since one of my "included" scripts creates a drop-down select menu that only uses up one line, that really isn't a compelling reason. Or, if your blog is on a free host like GeoCities, which includes its ad in every page, even one without a <body> tag (like the included style's script page), then you will have to use the separate archive index page style.