Well first you need a sound card that is 5.1 compatable. Buying a different sound card will give you a better sound then integrated (A good one is about $100)
Then you need five speakers (Front left, Center, Front Right, Back Left, back Right)
and a subwoofer which should be located inbetween the front left and center speaker.
Plug the speakers in the correct slots(run a speaker test to make sure you did it correct, you can find a sound test on some DVDs in the set-up menus)
Make sure all the speakers are the same distance from where you are sitting to get the best quality
Hope I helped
Rob