I will soon have to be installing and upgrading CRM 2011 instances. So I have been looking on the web for good articles which lead you through this process.
The most important download you will need is here
http://www.microsoft.com/download/en/details.aspx?id=3621
this the official CRM 2011 Implementation guide. It’s well written and goes into great depth.
Step by Step guide Installing CRM 2011 guide
This is a good guide and has plenty of screenshots
Microsoft CRM 2011 Application Install with pre-created AD Groups
another good step through guide with lots of screen shots.
this is a great video
http://channel9.msdn.com/Series/DynamicsCRM2011/Upgrading-from-CRM-40-to-CRM-2011