Here is a short manual how to install the Bioconductor software on your system.
First you need to install the statistic language R, since Bioconductor comes as a software package written in this language. If you did not already, please look at
http://cran.r-project.org/bin/windows/base/ (for Windows)
http://cran.r-project.org/bin/macosx/ (for Mac/OSX)
the Bioconductor can then be installed from the R console as follows:
this installs the core packages of Bioconductor. If you want to install more of these, you can use the biocLite command with a specific package name:
which would install the "limma" package