This Data loader user guide should give you a detailed idea of how to go about using the data loader -http://ap1.salesforce.com/help/pdfs/en/salesforce_data_loader.pdf
This video might also be helpful - https://developer.salesforce.com/page/Data_Loader_Video
This Data loader user guide should give you a detailed idea of how to go about using the data loader -http://ap1.salesforce.com/help/pdfs/en/salesforce_data_loader.pdf
This video might also be helpful -
https://developer.salesforce.com/page/Data_Loader_Video
Regards,
Lakshmi.