First visit http://www.gnutelliums.com/ and select a Gnutella client suitable for your operating system. Which one depends on your taste, so you may have to try a few before you find one you like.

Download and install the Gnutella client. Most clients will walk you through a series of questions (wizards) to help you get everything setup properly. So be sure to read everything.

Finally, fire up the Gnutella client and connect to the network. Connecting may take a moment - rest assured that this is normal. Once connected, you're ready participate!

Any questions, feel free to come back here and ask...