Another steemian, who is a Steem witness, also wrote about it, and his links are the same as mine. https://steemit.com/tezos/@lukestokes/tezos-is-live-instructions-for-claiming-ico-and-delegating-to-earn-rewards

Since you are not giving away your private key, no one can take your XTZ from you. Stay away from any process that asks for your private key, because then your tezzies can be stolen. That's why I repeatedly remind readers not to copy your private key. Only the public key should be shared.

Brian June and Stephen Andrews just uploaded a video going through all the steps.