The addon Pilchard123 mentioned, Luxblend, can be found inside the Luxrender RC1 archive you got from Luxrender's main page (LuxBlend26dev_***.zip or something similar depending on which version you got.)
Leave the zip file as it is and head over to Blenders preferences->addons and select Install addon... and choose the zip file containing Luxblend, as above. Luxrender then turns up as a choice in the render section of the addons. Enable it, and choose save as default. Luxrender can now be chosen as a renderer in the top bar next to you other renderers.
Then in the render tab choose the path to Luxrender to point to where you extracted the RC1 archive. On the same tab you might want to select export type: external as well.
That should get you the awesome renderer working and integrated into Blender.
I hope I didn't miss anything.
Next step would be to browse through the
wiki, and then I expect to see your cool renderings
