You will find many sites online that tell you how to install a module on your Drupal site. The problem is most of them tell you wrong. This simple Drupal tutorial walks you step by step through installing a module the correct way. There are many different ways to install a downloaded Drupal module, but unless you do it this way you will find it much harder to keep track of installed modules and much harder to update as new versions of your module come out. Following this tutorial also makes it easier to upgrade to future versions of Drupal. Something you will probably want to do at some point.
The first step to installing your module is to find it at drupal.org. This step is easy go to drupal.org, click on the download tab, select Modules, and browser through their vast assortment of modules. In this drupal tutorial we are going to install the Global Redirect module. This module is very helpful in that it keeps you from having duplicate content on your site when you do redirects. For example say you create a page called front page and it is assigned the url http://www.mysite.com/node/40. Then you set your default front page to node/40. Now when a search engine indexes your site it will find that your main front page http://www.mysite.com and a sub page http://www.mysite.com/node/40 both have the exact same content. This is a big problem as search engines do not want to display two of the same pages and will cause your site to not get ranked as well. If this doesn't all make sense because you are just learning Drupal, don't worry. Follow along with this tutorial and either install a different module that you want or install this module and then if you don't want it follow the directions at the end of this tutorial on how to remove it.
So lets download the Global Redirect module or download a different module if you want to install it. Once you download the module you will need to unzip it. If you are one a Linux computer I assume you already know how to do this as its a very common thing to do. However, if you are on a Windows computer you don't usually deal with a file that has a .tar.gz extension. This means that the file is tarred and gzipped. Unfortunately Windows doesn't have a built in way to unpack this files. I recommend you download 7-Zip as its a free open source program that will allow you to unpack these files. Once you have 7-Zip installed you can right click on the globalredirect.tar.gz file and select 7-Zip -> Extract Here from the popup menu. Now you should have a file named: gloabalredirect.tar. Again right click on that file and select 7-Zip -> Extract Here from the popup menu. Finally you should have a folder called globalredirect. Copy that folder.
Next is the most important part. Where to put this module. Some people will tell you to simply copy this folder to the modules folder on your drupal site. For instance say your site is located on your hard drive at c:\xampp\www\drupal. Than they would say you should copy the globalredirect folder into c:\xampp\www\drupal\modules. This is where all the modules that ship with Drupal are stored so it seems somewhat logical to do this. However, there in lies the problem this is where the default drupal modules go! So if you copy your custom modules to this area later when you go to upgrade you won't know which modules were added and which were sent with the drupal distribution. Instead you want to go to the sites\all folder under your drupal installation. So in my case it would be c:\xampp\www\drupal\sites\all. Once you are in this folder you should see a readme.txt file. If you read that it will tell you exactly what I'm going to tell you right now. Add a folder under this folder named modules. If you want you can also add a themes folder as you will probably want to add custom themes later on. Now copy the globalredirect folder into your newly created modules folder. Check out the screen shot if you are confused. (Note: I have my stuff stored on my d drive, but you should be able to make sense of it)

Notice the green squares are the correct ones. The red square shows you where not to put your modules. Now that you have copied the module over to the correct area we are ready to Enable it through the Drupal interface.
All module administration is handled by navigating to Administer -> Site Building -> Modules (/admin/build/modules). Once there you will see a list of all the modules your system has installed. This includes the default ones that are shipped with Drupal and your custom ones that you added to \sites\all\modules.

If you scroll down to the very bottom of the module list (under the Other category) you will our Global Redirect module listed. The check box labeled enabled will be unchecked (because we haven't enabled the module yet). To the right of the name of the module is a description of what that module does. Under the description is a list of any errors or dependencies with this module. In our case the Global Redirect module depends on Path. Path is disabled by default. If you scroll up towards the top of the screen you will find the Path module listed under their Core - optional category. You could click on the check box to enable the path module. Save this setting and then go back to our Global Redirect module, or its easier if you just click the check box next to the Global Redirect module and click the Save Configuration button.
Since the Global Redirect module depends on the Path module being enabled a page will come up telling you so. You can simply click the Continue button and drupal will automatically setup and enable both the Path and the Global Redirect module. If you are curious the path module allows you to define a custom URL path for a web page. So instead of all your pages being named node/43 or some other number you can give them any path you want. For instance http://www.mysite.com/drupal-tutorials.
Once you click the continue button you will be sent back to the Modules admin page where you should see a green box that says "The configuration options have been saved." Also if you scroll down the page you will notice that both the Path module and the Global Redirect module now have their enabled boxes checked. Congratulations you just installed your first custom module!
When you add a new module it can add new menus and new administration futures. In our case the Global Redirect module does everything behind the scenes so you won't see any new menu's added. However, the Path module that we just enabled does add some neat new futures. Sometimes its hard to figure out what new administrative tasks a module added, but if you look on the main Modules administration page (/admin/build/modules) you will notice a link titled "administration by module page". If you click this link you will be taken to a page that shows you all the administration pages each module has. This page is located at (/admin/by-module). When you go to this page you will see a section for the Path module. It has choices to for Configure permissions, URL aliases, and Get help.
You can also see another future the Path module adds when you create some new content. Try this out by selecting Create Content -> Page from the bar on the left. If you scroll down towards the bottom you will see a new section titled URL path settings. If you expand that section you will see a field that lets you specify a URL path for your page.

This has been added by the Path module. If you did not have the Path module installed you would not see this section when you added content.
If you do not want to keep the Global Redirect module you need to uninstall it. You can do this by again navigating to Administer -> Site Building -> Modules on the left bar (/admin/build/modules). The first thing you need to do is disable the module you want to uninstall. In our case we uncheck the box beside the Global Redirect module. Next click the Save configuration button. You should see a green box at the top of the screen saying the configuration options were saved. Now our Global Redirect module is disabled.
In the past you would next manually go delete the module from the sites/all/modules directory. However, if you do that the modules data will still be kept in the database. This isn't a huge deal, but it takes up space that you may need for other things. Instead of just deleting the folder manually you need to click the Uninstall tab located at the top of the page by the main title. Once you click this tab you will see a list of modules you can uninstall.
You may notice that our module is not listed. In fact if you haven't installed any other custom modules you probably won't see anything listed. This is because our module did not implement the uninstall feature. The reason for this is because the Global Redirect module does not add any new tables to the Drupal database. This means that we can simply go delete the module by hand and not have any problems. Why did we go through this step then? Because, you will want to do this with any module you uninstall. Most modules do add database tables so you want to give them a chance to clean up after themselves before deleting them.
To finish uninstalling the Global Redirect module navigate to the sites/all/modules directory under your main site directory and delete the globalredirect folder. Now the module is completely gone. Remember the steps we took for the future: Disable the module, Uninstall the module through the tab, then delete the module folder.
Lastly don't forget that when we installed the Global Redirect module it also enabled the built in Path module. If you don't want to use this module on your site you should go uncheck the box beside the Path module. Note you won't be able to uninstall this module through the uninstall tab because it is a Core - Optional module. This means the module ships with Drupal. Just disable it if you don't want to use it.
Any module you download in the future will follow these same steps. Note: sometimes modules will depend on other custom modules (like the Global Redirect depended on the Path module). If you don't have these modules installed you will have to download them as well. This is a very easy process though. Now go try some of the great Drupal Modules people have contributed and leave comments as to what you find useful.
Recently my site was lost. I have been able to re-create the content but unfortunately I will need to re-upload any pictures that are in my tutorials. Please feel free to still use the tutorials and I will upload the pictures soon. Sorry for any incoveniance.