I've successfully installed Fishpig's Magento WordPress Integration extension. I followed the instructions where you install via Magento Connect and had no problems. This is by the way all on the development server which does not have Caching or Compiling enabled.
The Magento cart is installed in the webroot directory and WordPress is in subdirectory "wp" as stated in Fishpig's instructions. The Full Integration blog path is /blog.
PROBLEM:
When I visit the blog's page it is not using the Magento theme. I even set it to use the same layout (same as CMS's homepage) We have a custom Magento theme. Maybe there is something we are doing incorrectly Magento theme wise for Fishpig's extension not to work. Screenshots to come eventually but the host (DataGram) is down due to the flooding Downtown. Should be back hopefully today.
To clarify... WordPress is using its own database. In the Shop's admin panel->WordPress tab I setup Full Integration and set the path to "wp" and the blog path is blog.
So, now if I visit for example... example.com you are in the shop and if you visit example.com/blog you are in the fully integrated blog.
Bottom line is it seems to be configured fine in the admin panel. I am not requesting the blog page from the wp directory (I.E: example.com/wp) but from the fully integrated page (example.com/blog).
Our problem could be similar to what this person is experiencing:
Magento - FishPig Integration - Not getting correct template for /blog
Have a great weekend all!
Best Regards,
George