Select a grid size and difficulty:

Hard Mode: Create puzzle where the diagonals are counted (only 1 known answer(4, if you flip the board)):
3 6 9

Create puzzle where the diagonals are not counted (many answers):
3 6 9

Select the size of your grid.
Fill the grid with the numbers 1 -> (cols x rows), each number can only be used once.
When the grid is filled, every col, every row, and, if in hard mode, both corner to corner diagonals equal the same number, you win!
If that totally confused you, play it, you will get the gist.