Installing Windows 7 on my mac

I recently bought my first mac so Im not that good at how different stuff work yet.
I do need to install Windows 7 on it though but I dont really know how to. I have read a bunch of the tutorials on online, but they all require a CD with Windows in it! A CD i dont have!!
The “problem” is basically that I can get a hold of Windows 7 (Through my university via Msdsn), but I will download it online!
How do I do?
Really thankful for all the help I can get!!
Answer #1
Use thingy called Bootcamp
http://www.apple.com/support/bootcamp/