1) Download the MiKTeX distribution. Go to the web site: ftp://ctan.tug.org/tex-archive/systems/win32/miktex/1.20/index.html and follow the instructions on how to download there. Put each of the files in a single location (I suggest you create the directory c:\miktex) as you download them. Make sure to get all of the "Level 1" files. I also suggest at least the following "Level 2" files:
Don't forget to get the MiKTeX set-up wizard!
2) Install the software. Follow the installation instructions here:ftp://ctan.tug.org/tex-archive/systems/win32/miktex/1.20/install.html
Take special note of the fact that the Windows PATH variable must be set to include c:\texmf\miktex\bin by including a line like:
set PATH= %PATH%;c:\texmf\miktex\bin
in your autoexec.bat file.
NOTE: You may encounter errors in Windows NT if you are not logged on as administrator. The set-up wizard may complain that it could not create the filename database. If you run the set-up wizard and it completes without errors, you will be prompted with a screen that informs you that MiKTeX installation has been successfully completed. It will then prompt you to "Finish", where a check-box will be filled that allows you to read the installation/release notes. If you did not get this screen, you may need to do the following (not guaranteed to work, but it worked for me!):
In the c:\texmf\miktex\config directory, a log file should have been created. Read the log file and check towards the very end. If you see the message: "Fatal error: Setup could not create the filename database" then you should follow the instructions to re-boot and execute the shortcut "Reconfigure" in the MiKTeX start folder. If this shortcut was not installed, then do the following: 1) re-boot; 2) use the explorer to find and execute (just double-click on it) the file config.bat in the c:\texmf\miktex\config directory; 3) reinstall MiKTeX by once again running the set-up wizard. If you have any problems, please contact your NT administrator for help.
3) Re-boot. You must rebooth so that the PATH statement will be read by autoexec.bat. If not, the operating system will not know how to find LaTeX.
4) Read the (not so) short introduction to LaTeX. The link to the English version is here:
ftp://ctan.tug.org/tex-archive/info/lshort/english/lshort.pdf
Versions in other languages may be found here:
ftp://ctan.tug.org/tex-archive/info/lshort/
Use Ghostview or Adobe Acrobat to view the 'lshort2e.pdf' file you downloaded. 'lshort2e.pdf' is a fantastic introduction to LaTeX (The Not So Short Introduction to LaTeX 2e.. This is a great way to learn the basics!
Here is a link to the MiKTeX Project Page for further information.
Thanks to Christian Schenk for providing an excellent package. LaTeX is the product of hundreds (perhaps thousands) of volunteers who collaborate to provide an excellent (and FREE) way to produce technical and mathematical documents without reliance on expensive and more difficult-to-use word processing software. For more on the history of TeX and LaTeX, as well as lots of info on what its components are visit TeX Frequently Asked Questions - Table of Contents. As mentioned above, check out the The TeX Catalogue Online for a listing of packages available on CTAN. The Comprehensive TeX Archive Network is the home of all freely-available TeX related stuff. You can visit its homepage at http://ctan.tug.org.