Best thing you can do is run cgminer and connect to CKPoolSolo. But that assumes you have an ASIC miner. I just read you have a GPU... sigh...

A GPU doesn't really work for mining real Bitcoin. You will simply waste your time and electricity.

It's like trying to mine for gold with a plastic spoon. Even with an ASIC you are basically playing a lottery. A GPU is just a waste of time, really.

If you just want to do this as a learning experience, you can mine at testnet with your GPU. These coins don't have any value, and they might disappear at any time.

I wrote a couple of guides about this on Bitcointalk: