First off, you have to have Java (version 1.5.0B1 or later) installed on your computer. You can download it at http://www.java.com.
Now download Pavlov. Pavlov releases are distributed in familiar-acting installers. The full installation is about 6 MB, so you should have 12 MB of available disk space to install it. Pavlov takes about 8MB of RAM to run, but big pluglets can increase that to around 30MB of RAM.
Download the appropriate installer. The ".jar" installer runs on any java-capable computer. On PC's and Macs you should be able just to double-click the ".jar" installer and be off and running.
Since the 1.0 release, the installer will create two files "Pavlov.bat" and "Pavlov_guest.bat" (.sh in Unix). You can double-click on these to run Pavlov. There is also a Bee.bat file for creating books of your own questions.
If it doesn't work, your computer probably doesn't know where to find the java program (java.exe on windows). You can edit the run.bat or run.sh files to tell your computer where to find java.
If you're having problems with the installer or understanding the documentation, try our Forum to see if someone else has already answered the question, or tell us what's going on and we can try to help. Nobody here is going to give you a hard time for asking a question.