The manual is clear enough...
Since your forum topic isn't descriptive and neither is your forum post, I can't help you out. What is specifically giving you trouble? (which step is unclear/didn't work) what player are you trying to install rockbox on? which OS are you using on your PC? (windoze/mac/linux).
Also, you could try posting in the correct forum.
I'm gonna venture some guesses:
-you have an iPod
-you're using windows
-commandlines scare you
For the computer-literacy impaired, I recommend using rbutil
(I hope you will forgive my humour, it's nothing personal