Will you be installing an internal or external device? New hardware usually comes with a cd containing drivers and software. It's probably best to download the most current version of the drivers and software from the manufacturer's website. If you are installing an external drive, it will most likely plug in using either the USB or firewire port. If you are installing an internal device, you will open up the computer case and inser the hardware into an open slot. There are different types of ports, make sure you have a compatible device. Once the hardware is installed, follow the instructions to install the software and drivers. Some devices require you to install the software prior to the hardware. Check the instructions. Finally, restart and make sure the hardware is working properly.
See whether the hardware needs to be installed prior to the software or vice versa.
Download and install the most recent drivers and software from the manufacturer's website. Sometimes the CD that comes with the hardware is out-of-date.
After you go through the installation process, test the new device's functionality to make sure it works properly.