I started out downloading the Antshares desktop client and waiting for my computer to get the whole blockchain (when left hand block size on client= right hand block size which is the total number of blocks currently on Antshares. Once you've done that you should be able to use the client menu to generate your wallet in a very straightforward way.
HOWEVER The left hand number never seemed to catch up - not even after 24-36 hours of leaving my laptop running. There were two problems which I'm sharing in case it helps others:
a. my laptop was going into sleep mode, so I had to change the sleep setting so it wouldn't do this while connected to the mains. I thought if my laptop was downloading the blockchain it would be enough to keep it from going to sleep but apparently not - so check your settings.
b. my laptop was small and a friend calculated the blockchain size and said I'd need 160GBytes space and 60 days get the blockchain onto it (i.e. an impossible task!). Instead we found a better way of downloading the blockchain quickly (it still took my friend 24 hours and resetting his computer 3 times) but id eventually work. We followed a link successfully. It basically involves downloading a bootstrap file which seems to contain a good portion of the history of the blockchain but with some data stripped out so it takes up less memory. Steemit won't let me put the full web links in here. But the title of the post was r/antshares/comments/6axcd5/speedup_client_sync_using_boostrapped_chain and it was on reddit. Hopefully that is enough for you to find it.
"Hi there, as many users reported problems with slow blockchain sync in AntShareCore client,
the following process will speed up syncing significantly (5 min vs 3 hours)
Download the latest AntShares Client from antshares.org
Download the antchain bootstrap file from antshares.org/client/chain.acc.zip
Extract the chain.acc.zip and copy the extracted file to the root folder of the antshare client (AntSharesCore).
In case you started the client before, delete AntSharesCore/Chain folder before starting.
As many users report slow download speeds for the bootstrap files, i recommend using a download client
to enable resuming and parallel downloads.
Hope this helps."
The above worked for me and I now have a private wallet and managed to get the ANS to the wallet and check they were there.