Install them one-by-one .... NEVER NEVER NEVER NEVER NEVER NEVER NEVER use a magic "codec pack" like the dreaded NIMO codec packs or KAZAA LITE codec packs.
Those are a death warrant on your PC.
Only install what you need. I need DIVX for playback sometimes, so I have DIVX 5.1 from
www.divx.com
I need
HuffYUV and MJPEG for capturing. I have the
HuffYUV that I have for download in my ATI capturing guides at digitalFAQ.com. I use the PicVIDEO MJPEG from
http://www.pegasusimaging.com/picvideomjpeg.htm
I wanted XVID and the RealAlternative and QTAlternative. The best places for downloading these files is always maintained at the
TOOLS section of www.videohelp.com
There really is no need to install codecs. If you have a file, use
GSPOT to ID what codec you need, then go search for that codec (and that codec ONLY, not a pack) at videohelp.com since they maintain a master list of software and codecs.
Installing too much CAN AND WILL harm a computer system and it's ability to operate corectly with video/audio material.
Most of them have installers. I've actually never seen a codec that was not installed like software. Even freeware ones have installers. Also remember some programs install their own codecs already. Windows came with many (like MPEG1, AVI, WMV, etc).