Boot Camp
If you're asking about installing Windows using Boot Camp:
1. Get the documentation from Apple.
2. Partition your boot hard drive into exactly 2 partitions. The partition used for Boot Camp should be maybe 50 GB or larger (assuming you have a decent sized boot hard drive - say 1 TB). If you have a smaller hard drive you maybe could get away with a 10 GB boot camp partition.
3. Fire up Boot Camp installer and follow the instructions. You'll need a legal copy of Windows XP, Vista, or 7. You'll need your OX install disk as it has some Window drivers on it (I think). It takes 1/2 to an hour and you'll need to register your Windows.
There are lots more details on the web or in Apple's documentation.