The Bitcoin needs a place to store and also a wallet to transact etc. This function is fulfilled by the Bitcoin Client. Download the Bitcoin Client, install it and you will have your own encrypted Wallet for Bitcoin storage and transactions. In order to install, first click on the Windows EXE installation if you are using Windows like me, or you can install other versions of Bitcoin running under Linux, Mac etc.
Once the installation completes
Save and install the file.
Answer the Installation Questions and Click Next.
Bitcoin will start running and begins to synchronize the Bitcoin Chains. You have completed the Installation of the Bitcoin Client.