If you are a power user, you can find the loader within the installation directory of a specific Handheld Software package. This is often preferred for "de-branding" a phone or installing a leaked OS version.
Ensure you have the latest BlackBerry USB drivers installed. These are typically bundled with the Desktop Software download. The Legacy of the AppLoader
When using the loader from a specific carrier’s software, you must often delete the vendor.xml file located in C:\Program Files (x86)\Common Files\Research In Motion\AppLoader to ensure the wizard recognizes your device regardless of the carrier. Step-by-Step Installation Guide
This is the most common way to get the wizard. Version 6.0 or 7.1 are generally recommended for devices running OS 5, 6, or 7.
If your device has a password, the wizard will prompt you to enter it before it can read the device configuration.