You have a number of choices,there are several ways to skin a cat...anyway if you want to install to your hard drive like I do then you need a parttitoning scheme... you only have four primary partitions so you have turn one of them into an extended and then you can add as many (within reason)logical partitions inside it.
ps in order to increase your chances of success you need to do some RTFM on this subject,this forum is stuffed with post and examples of what you are thinking about...