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lego-mode: Installation
 
You need to copy the  above files
to a directory in your load-path and decompress them (using gunzip). Furthermore, insert 
(setq auto-mode-alist (cons '("\\.l$" . lego-mode) auto-mode-alist))
(autoload 'lego-mode "lego-mode" "Major mode for editing Lego proof scripts." t)
(autoload 'lego-shell "lego-mode" "Inferior shell invoking lego." t)
in your .emacs file.