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I've been asked a few times how to install the mods/plugins/addons into WoW, so this is a quick explanation. I'm going to explain it to the smallest detail, just in case you don't know much about it. The steps are a bit wordy, buy it should only take you about 5 minutes to actually do them.

1. Download the Mod. Be sure to check, because some mods are just a base, and then have plugins for themselves too, like FuBar.
   
2. The file you downloaded is most likely a .ZIP file. If you don't know what this is, it's a compressed package of files, to make it small and simple to download. To open it you will need a program. Windows has the ability built in, but DON'T TRUST IT. It doesn't work well and can actually cause you more problems. I would suggest the FREE tool 7-Zip, which you can get at http://www.7-zip.org/.
   
3. Find your AddOns directory. It should be in your WoW directory, something like C:\Program Files\World of Warcraft\Interface\AddOns You should see a bunch of folders in there with Blizzard's name on them. Those are the "addons" that Blizzard provides, that you already use without knowing they were addons, so leave them alone. If you have Windows Vista, this is very different.
   
4. Extract the .ZIP you downloaded to that AddOns directory. Usually the only thing in the .ZIP is a folder with a name you recognize as being the addon. Some unZipping tools have a button that lets you Extract it to a folder you specify, and some let you open the .ZIP and drag the folder out where you want it.
   
5. Double-check everything. If you did it right, in that AddOns folder you should have all of your Blizzard mods, then a folder for your new one, such as "Gatherer".
   
6. Start WoW, and log in. Don't choose a character yet.
   
7. On the bottom left of the "choose a character" screen there is a button that says AddOns in the lower left corner of the screen, click it.
   
8. Make sure all your AddOns are checked, to turn them on. This page will give you information about what AddOns are installed (which ones it sees anyways), what version they are and if they are compatible with this version of WoW.
   
9. Checkmark the box marked Load out of date AddOns.
   
10. Click Ok to go back to the "choose a character" screen.
    
11. Choose a character, and enter Azeroth.
    
12. You should now be able to see/use the mod you just installed. Some, like FuBar, are immediately obvious, while others only are apparent when accessing their function (like Gatherer when you collect Ore/Herbs, Auctioneer when you visit the AH, or Cartographer when you open the map).

One thing I've seen trip people up, including myself, is that some mods add new icons around the perimeter of your mini-map circle on the screen. Gatherer does this, adding a fruity multi-colored button. The problem is that it appears right on top of the button you use to open your big map! If you click the new button and hold the mouse button down, you can drag it around the edge of your mini-map, and off the top of your open-map button.

Be sure to read the Troubleshooting / Tips for the Awesomeness's PlugIn Pack for some other info.

Here are a couple good videos I found on YouTube, but there are many more too. 
[youtube]cK4Rm2-Z9js[/youtube]
[youtube]HORz4U5ot98[/youtube]