How to integrate Magento into Wordpress?

I want to integrate Magento to a wordpress site. I tried with this plugin. http://wordpress.org/plugins/magento-wordpress-integration/ But after installation nothing changed.

Any suggestions will be appreciated.

Thanks in advance.

Solution

I am the creator of Magento WordPress Integration for WordPress. You say that nothing changed after installaition...

That's exactly right. You need to then implement the blocks you want to include throughout your theme files using the code provided in the documentation: http://www.mwi-plugin.com/documentation/template-functions/

Please bear in mind that this doesn't allow you to avoid the Magento frontend altogether, and you will never find a plugin that does that. if that is what you require, then use something like WooCommerce, or use the FishPig extension, as suggested by others.