1) Make sure you have downloaded and installed the latest JDK SE from
http://java.sun.com/javase/downloads/index.jsp (JDK 6 Update 20). If you are running a relatively new computer, it might be running 64-bit windows rather than the typical 32-bit version. In this case you must select "Windows x64" rather than "Windows" when downloading the JDK. If you are not sure which version of Windows you have, you can easily find out using the following guide:
http://support.microsoft.com/kb/827218.
2) Open up RSBot (the .jar file that you have downloaded from rsbot.org) if you have not done so before. If you have opened it before, then you do not have to open it up again (although you can if you want to), simply make sure that you have opened it AT LEAST ONCE since you downloaded it.
3) RSBot will have created some folders for you in your Documents folder. Open up "Documents" ("My Documents" on Windows XP) and open up the folder "RSBot". Within here you will see a folder called "Scripts".
4) Download the script you want and as save it into the scripts folder. Here is how to do so:
Some scripters will give you a link to the script, which you can click on to download it. In this case, as long as you download the ".java" file, you simply have to move it into the "Scripts" folder in your "RSBot" folder. Otherwise, if the code itself is posted on the forums, you need to copy it all and paste it into a new Notepad document (Start > All Programs > Accessories > Notepad). Near the top of all that code (below all the lines that start with 'import') you will see the words 'public class xxxxx extends Script'. The xxxxx will be the name of the script. Save the file as xxxxx.java (this is case sensitive!).