Help with YafRay.

Hi, I’ m feirly new at blender and i might classify as a noob. I need help with YafRay. When i try to render with it nothing happens, and in the dos windows to blender (dont know the name of it but the window that opens with blender that displays some different information) it says that i dont have YafRay installed. Can you help me and maybe post a link where i can download it. And also, could you tell me whats the diffrense betwene Blender internal render and YafRay?

google link

Thanks for the links!