1. Find a text or html file you want to be an ebook.
2. Go here
http://www.lexcycle.com/download
3. Download Stanza for Mac or Windows (it's free while it's in Beta)
4. Make an ebook (or download one from Lexicyle's site.
(I don't have Windows, so can't help with this part; launch the Stanza Application and look at the menus; use File to open the text or html file; use View to set layout and fonts).
5. Open the book in Stanza on your computer.
6. Connect your Kindle to your computer using the USB cable that came with your Kindle
7. In Stanza on your computer, choose File->Export Book As->Amazon Kindle
8. Browse to the Kindle on the via the standard Windows Save dialog.
*The Kindle will appear in the dialog with the name you gave it when you first registered it.
9. Follow the screen instructions (I don't have a Kindle, either)
There's some FAQs here:
http://www.lexcycle.com/faq