How to Make a Wanted List
Firstly, if you have not created a Bricklink account, do that! It's free and fairly easy to use once you get the hang of it.
Once you have that finished, hover over the "Want" button that looks like a heart. From there, choose the drop-down option "Upload".
Next, choose the option "Upload Bricklink XML Format".
Next, pull up the XML file included with the instructions. Copy and paste all the lines of the XML file into the box, then click "Proceed to verify items". After that, scroll to the bottom of the page, hit the "Add to wanted list" button, and you're good to go!
Note: Sometimes you will get an "Invalid File Format: Content is not allowed in prolog" error. This is most likely because there are some extra spaces in the exported XML file.. An easy fix for this is to open the file in WordPad and then copy and paste from WordPad to the paste box in Bricklink.
How to Buy the Bricks
Once you have created the Wanted List, click the button that says to proceed to the wanted list.
Once you are viewing the wanted list, click the little green button in the top right that says "Buy All".
Now for the tricky part. This can be a little overwhelming at first, so here it is made simple:
Bricklink is not a single store; rather, it is a marketplace with many different stores. As such, you may not get all the parts from the same store and may have to order from several. In the store filters, I would recommend selecting your country for the cheapest options.
Once you have selected the filters you would like to use, there are several ways to proceed. I typically use the "auto-select" feature, which selects from the fewest number of stores possible. However, this can lead to a slight increase in price sometimes, so I usually check the total price versus the other method, which is explained just below.
The other method to purchase the bricks is to simply click the "select" button on the right side of the store name until your "Unique Lots" column says 0.
Once you have selected the stores, hit the "Create Cart" button. From here it will take you to fill out the specific information for that order. Do this with each store until you complete, and voila! Your parts are ordered.
*Note* Most of the time you can pay through the site via PayPal. However, occasionally you will have to wait for an invoice to appear before you can pay.