Assuming you want to dual-boot between Linux and
windows, there are three major steps:
1) Repartition your drive so that Windows takes up
part of the drive (preferably the first part; that's easier for
newbies) and so that you have a good chunk left over for Linux (2 GB is
plenty for most one-user-at-home type setups, but more is always
better, and less can be worked with).
2) Figure out how you're going to install (floppies, CD, CD + network, etc), and acquire the appropriate media/connections.
3) Install Linux, configuring for a dual-boot.
It sounds like you're asking about number 2, but we
don't know if you plan to install from CD, floppies, an existing hard
drive partition, or what. I'd strongly suggest reading the installation
manual at http://www.debian.org/releases/stable/i386/install
(assuming you are a native English speaker and are installing on an
Intel/AMD/-type machine; if not, see
http://www.debian.org/releases/stable/installmanual).
If you don't want to dual-boot, and only want a
Linux setup, life just got easier for you.
Before we can give you any more guidance, you'll
have to give us some more detail about your situation (do you plan to
dual-boot? will your system boot off CD-ROM? how big is your hard drive?
do you have a fast internet connection? are you in a metropolis where
it might be easier to buy a CD at the store down the street (assuming they
have one)?, etc).
Kent