Step 1: Power off your computer and remove its cover. Make sure you are always grounded by keeping yourself in contact with the computer chassis at all times - ideally, you should be wearing an anti-static wrist strap.
Step 2: Locate an empty PCI slot (if you have many, then which one you choose is up to you). Remove the backing plate of the slot and carefully slide the card into place. Make sure you secure it by screwing it down.
Step 3: Before putting the cover back on, boot up your PC to make sure that the operating system finds the card and installs the necessary software. Go into the Device Manager and see if the name of your new device is displayed. If all's well, you can cover up your PC again.
Note: if you are installing this device on a non-USB system, and are using Windows 95B, you may need to install the USB supplement from the Windows CD-ROM. As a general rule, if your system has an AGP port, this supplement should already be installed.