1) Download the module from drupal website which you are interested and place it in apps\drupal\htdocs\sites\all\modules.
For Ex: I wanted to install Pathauto module, I downloaded it from http://drupal.org/project/pathauto and placed it in C:\Program Files\BitNami Drupal 6 Stack\apps\drupal\htdocs\sites\all\modules.
2) Extract it and read README.txt and INSTALL.txt files once.
3) Enable the module in the administration tools in drupal(i.e Administer -> Modules -> tick the downloaded module -> Click save Configuration)
