TIConnect 3.0 comes with a utility that makes this process as simple as it can for you.
1) Hook the calculator up to the computer you will be using.
2) (with TIConnect installed) navigate your start menu to the TIConnect folder, and launch TI OS Downloader.
3) follow the instructions as that program tells you.
*Note: if you want to install CSX or GlassOS, which are 3rd party OSs, then you had better get advanced help at Cemetech.net. as of this point, however, both OSs are incomplete, and the first is no longer being worked on.