The first step is one on your own server: you should create a Certificate Signing Request (CSR). The exact way of doing so is different for each web server; for a lot of different software types clear manuals can be found here.
In the order procedure, you enter some additional data, mainly regarding the contact persons. If all data are entered correctly, Openprovider requests the certificate at the certificate authority.
Depending on the type of certificate, a validation procedure will start, in which you might or might not be involved. Maybe you only have to approve an e-mail, and maybe you should send in documentary evidence about your company.
After the validation procedure, the certificate is issued. Openprovider will send the certificate by e-mail, and it might be sent by the certificate authority to the requestor, too. Installation of the certificate differs by web server, too. Clear manuals can be found on the website of Comodo; in general, these manuals can be used for all types of certificates.
Symantec has published a series of guidelines a well, in 9 different languages. These guidelines contain basic information as well as a number of tips for experienced system engineers. A zip file with these guidelines is stored as attachment with this article.