sudo apt-get install conky mpd
zcat /usr/share/doc/conky/examples/conkyrc.sample.gz > ~/.conkyrc

The file is in your home directory, ready to be modified to your needs

To start conky, just run conky in a terminal. But if you want your conky to be displayed in the right upper corner of your screen call

conky -a top_right

you'll find more options in man conky

To run Conky on start up, go to system > preferences > sessions. Select 'new', name it 'conky' and insert the command with the options you like. For me it was the one above. Press ok, enable it and your done.

If you get an error 6600 in your terminal after having started Conky, disable the following lines in .conkyrc:

#${color #88aadd}MPD: ${alignc}$mpd_artist - $mpd_title
#${color #88aadd}$mpd_bar
#${color #88aadd}${alignc}$mpd_status