Install the newest version of R
for windows: http://cran.r-project.org/bin/windows/
for linux: http://cran.r-project.org/bin/linux/
for mac: http://cran.r-project.org/bin/macosx/
Once R is installed, open it up by typing R (linux/mac) in the shell or double clicking on the R icon (windows). Within the R console type and hit enter:
The basic packages that are needed can be installed by typing this line:
and hitting enter.
Additional packages have to be installed by executing the following:
Video instructions for installation of R on windows can be found here and for bioconductor here.