If you have no clue how to do it, I would get it professionally installed. It costs $40-60 but is usually done really well. But if you're like me, you want to save money and do it yourself. This is how I'd do it.
Note: This is merely a guideline, I'm not professional but this is how I've installed several stereo systems.
Steps:
Disconnect the negative battery terminal anytime you make new connections to your car's electrical system. Don't worry about it while you're running wires. Just remember to disconnect it when you are ready to. This prevents possible shorts and stuff.
1.) I always put my box w/amp in my trunk.
2.) Remove the fuse from the amp. This makes sure that the circuit won't be completed reducing the risk of shorts and sparks.
3.) Connect the wires to the amp.
-Power
-Ground
-Remote/Amp turn-on(if neccessary for your amp)
-Speaker wire(do this before or after install, it's up to you. I always do it while I'm doing the rest.)
4.) Now, what I do is I run the wires under the plastic covers just under the doors. They are usually where the door closes. Always plan ahead. Look at your car and plan a route to run the wires. Here are some tips:
-Start from the trunk and move toward the front of the car.
-Always run the power wire seperate from the RCA's and speaker wire.
-Run the power wire on the side of the car that the battery is on.
-Don't get mad and break stuff in your car out of desperation to get your system in. Be patient.
5.) Connect the RCA's to your deck's preout wire. Check the manual for which one.
6.) Now, you still might have a remote/amp. turn-on wire to connect. You will need to splice this in with the ACC+(usually red) wire from the car's stereo harness, or the Power Antenna(usually blue) wire, OR sometimes there is a specific wire dedicated to the amp turn-on. This is the way I do it, there are other ways.
7.) Once you run the wires to their locations, attach the power wire to the POSITIVE terminal of the battery. As long as you don't touch both terminals of the battery at the same time, you'll be fine. Be sure and screw the power wire on tightly to the terminal.
Now, this should be all. Be sure and reconnect the negative power cord for the car to the negative terminal on the battery. You might see a spark or two, but as long as the spark isn't huge, you're fine. Tighten that back on too. Put the fuse back in the amp, and you should be good to go. Have fun!