I don't think we have instructions for progressive muscle relaxation posted yet, so here's a link:

http://www.guidetopsychology.com/pmr.htm

Basically you just tense a muscle group, hold, and then relax that muscle group, working through your body systematically. Some start with the feet, others with the hands or the head. Don't tense past the point of mild pain (I can want to overdo it).

The directions above have good information, but don't go through each muscle group step by step, and are long. Here's another that is more printable. I suggest you read both and practice what seems to work best for you.

http://webspace.ship.edu/cgboer/musclerelaxation.html

This is another good set of instructions:
http://en.wikipedia.org/wiki/Jacobson's_Progressive_Muscle_Relaxation

Okay, you're probably getting the idea by now.