Installing pgf:
---------------

For the impatient: 
- Put the whole pgf directory somewhere where TeX can find them.
- Install the xcolor package version 2.00 or higher.

Long version:
In the manual, which you find in the file 
doc/generic/pgf/version-for-pdftex/en/pgfmanual.pdf, you will find a
detailed explanation on how to install pgf.