1) First install the latest version of MikTeX. You can find it at http://www.miktex.org. You can just use all their default/suggested
settings when installing.
2) After you're done insalling MikTex, you want to install WinEdt, which you can find at www.winedt.com
3) Next install AFPL ghostscript at http://www.cs.wisc.edu/~ghost/
4) Lastly, install GSview at http://www.cs.wisc.edu/~ghost/
5) We recommend using
both LaTeX and pdfLaTeX. The latter is useful because you can
include file types pdf, png, jpeg, and gif. Unfortunately,
you can't include files of type eps. Therefore, if you produce
any such files, you should convert them from eps to pdf.
You may wish
to download epstopdf and eps2pdf: http://www.ctan.org/tex-archive/support/eps2pdf/
6) If you ever encounter
eps files without a bounding box, you will need to use a text editor to
place a bounding box around them before
doing anything such as converting to pdf. This is relatively easy to do: http://amath.colorado.edu/documentation/LaTeX/reference/figures.html
7) Here's a very nice tutorial latex: http://www.math.ttu.edu/~daya/m5365/m5365.htm