It depends on the mod and your OS, but...
Windows: Search %appdata% in your start menu, it should open up a folder titled Roaming. Go to AppData, then .minecraft, then bin. Open "minecraft.jar" with a program like winRAR or 7-zip. Now take the mod you downloaded, and drag all the files that are something like zx.class into "minecraft.jar". Finally, from "minecraft.jar", delete the folder titled "META-INF". Start Minecraft.
how do you install mods? I tried looking for it on youtube but all the directions are messed up.