Visit the DrScheme download page.

Choose the binary distribution appropriate for your operating system and download it.

Follow the installation instructions for your distribution.

When you first run DrScheme, it will prompt you for the language level to use for your programs. We recommend choosing the Intermediate Student with lambda language level (under "Teaching Languages", expand the "How to Design Programs" category if necessary to see this choice). This language level is restrictive enough to prevent you from using many imperative features that you are not allowed to use in class assignments--including all forms of mutable state (i.e., changing the value bound to a name using assignment-like operations). It also provides more informative error messages in some situations, and prevents the use of some constructs that can provide difficulty for students learning Scheme. Finally, because it prevents variables from changing values, it supports the Stepper, a useful debugging tool for simple Scheme functions and programs.

Take the DrScheme tour. You can take it on-line, or directly within your DrScheme implementation (Use Help->Help Desk or use Help->About DrScheme).