Before you can install PostGIS, you need to install PostgreSQL. Click here for PostgreSQL instructions: http://pginstaller.projects.postgresql.org/

Once you have completed the installation of PostgreSQL, click here for instructions of PostGIS: http://postgis.refractions.net/download/windows/ Scroll down to where it says "For PostgreSQL 8.1 Users". Click the link to download the installation file. Double click that file when it has finished downloading, and you should be all ready!