Since I'm starting from scratch, I'll need some tools. First tool is Smalltalk itself. While there's lots of Smalltalk implementations, I chose VisualWorks on which AIDA/Web is developed and well supported.
Let's got to Cincom's site and download VisualWorks-NonComercial (or VW-NC). It's
free and it has
all features enabled. Yes, you get it all for free!
Follow this link and click on '
Proceed to the downloads now'. We can register later (it's also free), now we just want the software.
You'll see few options (Net installer, CD installer, ...). I tried Net installer few times and ftp connection always dies on me. So I suggest you download ISO image and burn it on CD. After selecting
CD-based installer, you can choose which version of VW-NC to download. I suggest you go with the latest version (in time of writing it's 7.5). Save the ISO file and burn it on CD.
I'm doing this on Linux, but Windows of any recent kind should be ok. Insert newly burned CD and installer should pop up:

Choose
Typical Install and click
Next. You'll see what will be installed, just click
Next. Licence agreement; read it and eventually choose
I Accept, then click
Install.
Now sit back, sip your tea and wait for installer to finish. When done, you should get similar notice:

Smalltalk needs to know where is installed so it can load various libraries and portions of code. For that, special environment variable VISUALWORKS must be set (bash version):
export VISUALWORKS=/home/damir/vw7.5nc
Click OK and Exit the installer. You now have your Smalltalk installed! To run VisualWorks, go to installation directory (usualy ~/vw7.5nc on Linux) and run this command from the shell:
bin/linux86/visual image/visualnc.im
You should now see two windows, Launcher and Helper:

Congratulations, we're up and running! Time to party, gimme that beer...