Consult the installation directions which come with the device. You will want to follow the directions with one very important exception: Always check the manufacturer's web site for the current version of the drivers.  The driver disc included with the device is commonly an early and outdated version.  Outdated device drivers may contain bugs that can make the system unstable. You can often avoid these problems by starting with the newest drivers available.  Also note that many devices, especially printers, will require you to connect the device at a specific point of the installation.  Do not connect the device until the instructions direct you to.