There are so many things that have to be factored in that it would be impossible to even give the basics and, as noted by another poster, need more info. I would suggest getting a how to book at your library and most home improvement stores have some pamplets available.
I could probably give you some basics but I need to know if the shower construction is in a new home or is it going over an old site where you've torn old the old shower? It would also be helpful to know if you are going to use tile.
If you use Wedi's foam panels like I did it wont be too bad. Just screw the panels in place, urethane it all together and use a surface waterproofing paint system. I went w/that method cuz if u waterproof you will have less probs with mold and discoloration later on.