*You will need some experience with carpentry and tiling.*
*There is plumbing (and possibly wiring) involved so check your local ordinances about the need for a professional for these aspects of the project.*

Step One: Turn off the water to the room where you will working. Begin the project by clearing the area where you will be putting the shower cubicle.

Step Two: Fit the tray portion of the shower cubicle into the space - taking care that it is plumb so that that the water will drain properly when you use the shower cubicle later.

Step Three: Remove old wallboard and install a water barrier board in its place.

Step Four:
Prepare the walls for the installment of ceramic tile.

Step Five:
Tile, grout and seal (the grouting can be the most tedious and most labor intensive job of the entire process).

Step Six: Connect shower fixtures to pipes (or hire a plumber to do the job for you) and make sure the drain is installed properly as well.

Step Seven: Install an enclosure (doors or curtain) to keep the water in the shower cubicle when it is in use.

Step Eight: Be sure to turn the water back on!

More sites to help with installation:

Ultimate Handy Man

The 50 Plus