Installing new software makes many people nervous. Fortunately, many software manufacturers are improving the process to make it more user friendly. Most new software comes on CDs, and automatically launches a setup menu when you insert the CD. However, if your software does not have this feature, you can go to Start/Settings/Control Panel and double click the "Add/Remove Programs" icon. Clicking on the "Install" button will start a process that searches your floppy and CD-ROM drives for any installation files. Once it finds the necessary file (almost always called "Setup" or "Install"), it will allow you to activate the program's setup menu.
Most software comes with specific instructions on how to install the program, which should always be read and understood before beginning the installation. If no specific instructions are provided, using "Add/Remove Programs" in the Control Panel is the safest way to go (in Vista there is no longer "Add/Remove Programs" and you will need to consult your documentation on how to install the software).
Also, make sure your computer has the needed disk space and hardware available (RAM, Processor speed, video card, etc). Always check to make sure you have the software written specifically for your operating system (IE: Windows XP, Vista, etc).
