To install Octave on your PC, I recommend downloading the installation file using one of the following links:

 For Windows:
Either

http://sourceforge.net/projects/octave/files/Octave_Windows%20-%20MinGW/Octave%203.2.2%20for%20Windows%20MinGW32%20installer/Octave-3.2.2_i686-pc-mingw32_gcc-4.3.0_setup.exe/download
  (or use the top link at http://sourceforge.net/projects/octave/ ).

For Mac-386:
http://sourceforge.net/project/downloading.php?group_id=2888&use_mirror=internap&filename=octave-3.0.3-i386.dmg&24519150

For Mac-ppc
http://sourceforge.net/project/downloading.php?group_id=2888&use_mirror=voxel&filename=octave-3.0.3-ppc.dmg&8451198

Then,

2. Run the downloaded file to install Octave in your C: drive. There will be startup folder containing a startup icon and some documentation including a PDF version of the Octave Manual and a Quick Reference card . The startup folder can be opened by clicking Start/All Programs/GNU Octave.
3. Start the program by clicking the startup icon and wait for the prompt to appear.
4. You can now start entering commands into Octave by typing expressions and then pressing the Enter key.
5. To change the working directory, say to c:\myprogs (assuming you have created a directory called myprogs on your c: drive), I recommend typing cd c:\myprogs

6. If you want to create a program, say prog1.m, type
edit
Then, type in the commands, Then select File>Save As and save the file as prog1.m in your code folder.
To run the file, go to the Octave prompt and type
prog1

Another way to find the installation file is as follows:
Go to  http://octave.sourceforge.net/

Then, click on the link for "Windows Installer", which is
https://sourceforge.net/projects/octave/files/Octave_Windows%20-%20MinGW/Octave%203.4.3%20for%20Windows%20MinGW%20Installer/