To play online casinos you often have to download their software.  Look on the casino's home page for a "Download" or "Download Now" button.  Simply click on it and follow their instructions and it should all go smoothly.  It takes about 10 to 30 minutes.  Some sites may offer "flash" software which doesn't need to be downloaded and makes it quicker to get playing.  Flash software doesn't have quite as sophisticated sound and graphics as downloadable software and may offer an inferior playing experience, although the actual game-play is pretty much the same.

Once the download is complete there should be a new icon on your desktop.  Click this to install the software.  It should install automatically.

Now you can run the casino software by clicking on the new icon.  When you run it for the first time it should display a form for you to fill in.  Enter your details accurately so you are registered and able to receive any winnings.  You should be given, or have to choose, a username and password.  Write this information down and save it somewhere safe and secure.

Now you can login for the first time.  If you're not prompted for a credit card deposit look for "Cashier" or "Bank" on the display.  To gamble you will have to enter your credit card number, etc and make a deposit.  Remember to check for sign-up bonuses and claim your free money.  

Now you are ready to play the games and make a wager.  Look for Craps and then select it.  You should now be displayed a Craps table and chips so you can make any wager you want.  Have fun!