First you need to download the iso, you can download CrunchBang here.
Then you need the check that the iso downloaded correctly, to do this you need to compare the md5 checksum for the iso against the checksum given on the download page, (link above).
First open up a terminal and go to the correct directory:
cd your_download_directory
Then you need to run Md5sum to generate a checksum:
md5sum crunchbang_download.iso
Md5sum should then return output looking something like this:
8ca9553235a18a691dcddf1f6f1dadae crunchbang_download.iso
This should match the corresponding checksum given on the download page, if not the file has been corrupted during download and so you should re-download the iso.
Windows doesn't come with an md5 checksum utility by default so you will need to install one, there are many available one of which is winmd5sum.exe.
To compare checksums using winmd5sum.exe:
The checksums should match, if not the file has been corrupted during download and so you should re-download the iso.
Once you have a good iso you need to transfer it to CD or a USB stick ready for installation, please be aware that your computer needs to be capable of booting from your chosen media, many older PCs aren't capable of booting from USB.
To burn an iso you can't simply copy the files to the CD, your CD authoring software should have an option to burn an iso, if you do it correctly the disk should be full of different files, if you do it incorrectly you will just see the iso file on the disk. When burning, choose a low speed to minimise the chance of errors.
Before booting from your chosen media, you need to ensure that the BIOS is enabled to boot it, to access the BIOS you will need to press a certain key / key combination immediately after boot, a message on screen will often show saying press 'X' to enter setup/settings. Common keys are F1 or F11. Layouts for the BIOS screen vary but you need to find where the boot order is controlled and make sure your chosen media is booted before your hard drives.
When thats done save exit and shutdown, then turn on making sure your disc is in the drive or USB is plugged in.
If successful you should be confronted with a CrunchBang menu. If booting from CD it is recommended that you first choose 'Verify CD for errors' by typing 'check', to ensure there were no errors in burning the CD.
After that choose 'Default live CD system' by entering 'live' or pressing enter, and wait for it to load, be patient, this will take some time.
You should now be greeted with a full CrunchBang desktop, albeit a little slow due to not running from the hard disk. At this point you can check that everything is working correctly, you can access the menu by right clicking on the desktop.
From the main menu (right click on the desktop) select install→ install CrunchBang Linux.
You should now be in a fully installed and functioning CrunchBang system.