Very simple. Usually 4 screws, and 2 cables.
Basically, you take both side off the computer to give access, (on newer ones with 'tool-less' clips, only one side), slide in the DVD-Rom, secure it with the screws, and plug in power cable (one of the spare ones from the power supply) and then connect an IDE cable from the motherboard to the DVD-rom.
However, to be honest, if you do not want to do 'on-the-fly' copying from the cd-drive to the dvd drive (on-the-fly means disk to disk without making an 'image' first on your hard drive, which is the best way), then just remove the cd-rom and replace it with the dvd-rom (the DVD will read and play CD's)....very simple, and uses no extra cables etc.
If you DO want 2 drives, there is one thing you will need to check first. Make sure that one of the IDE cables (gray wide flat cable) has a spare empty connector. A lot of pre-built machines don't have them, or the hard rive and cd drive are connected on one cable, leaving no spare. Basically, the DVD needs an IDE connection...either from a cable already installed, or a new cable from motherboard to dvd drive. And depending on this, you will need to set it as either Master or Slave using the jumper pins on the rear.
So, let us know what space you have, or which way you prefer to do it....and we'll guide you.
[edit]
HERE is a basic guide....
Scorp.
