1. For Windows, install MiKTex 2.7 from http://miktex.org, and then install TeXnicCenter from http://www.texniccenter.org/.
  2. For Linux, install TeXLive from http://tug.org/texlive/
  3. For Mac, install TeXShop from http://darkwing.uoregon.edu/~koch/texshop.html