How to install Tor on Windows XP
This guide was written for Windows XP but it should work for Windows 98/Me and 2000 as well.
If you haven't download the file yet, go to http://tor.eff.org, click on the download button and download the "Tor & Privoxy & Vidalia bundle" file vidalia-bundle-0.1.1.24-0.0.7.exe (current stable version is 0.1.1.24, 0.1.2.2 is recommended for testers, developers, and experts only). The file contains the Tor program itself, privoxy (allows you to use Tor with your browser), and Vidalia, a Windows GUI (guided user interface) for easy configuration and running Tor.
After you've finished downloading the file, open vidalia-bundle-0.1.1.24-0.0.7.exe with administrator privileges (if you're logged on as normal user, right click on the file and select "run as", then select the Admin user and type in the respective password). Follow the instructions on screen:

Press "next" button.

"Full" installation is selected by default, leave it like that since you will need all of the listed programs.

Now you can choose a path where Tor should be installed to. Default path will be your programs folder on C: (the path might look different than it is shown in the picture, depending on your language version of XP). The path shown in the picture would make Tor install to C:\Program Files\Tor (the Tor directory doesn't have to be added to the path, the installation program will take care of that). In most cases the default path will be fine. After you've chosen the path, click the "install" button.

All the components are installed and you can choose whether you want to launch the programs now (box checked by default) or later (in that case, uncheck the box). Press the "finish" button. Now you're ready to use Tor. If you installed the files with administrator privileges you should see two new icons in the lower right corner of your taskbar:

The onion (left icon) represents the Vidalia user interface and the blue P icon represents Privoxy.
Read the Tor usage guide for how to configure Vidalia and use Tor with your web browser.