First install JDK 1.2 or 1.3. ( Available from java.sun.com )
Set your Path to include the bin directory (probably something like C:\jdk1.3\bin ). Next download aspectj07b9-tools.jar from www.aspectj.org or from the course downloads page. In Netscape, you will need to right-click the filename and select "Save Link As ..." in order to download the file.
Now, you should be able to simply double-click the file in Windows Explorer, or cd to that directory and type
jar -jar aspectj07b9-tools.jarin a command window.
You can similarly download and install the documentation.
Complete the installation by following the directions in README-TOOLS.html, which should now reside in the directory in which you installed aspectJ. You probably also want to add . (the current directory) to your CLASSPATH.
You should now be ready to try the HellloWorld example outlined in Getting Started with AspectJ.