Boot Camp 4.0, which includes all the necessary Windows drivers): On a Mac with an optical drive, the first dialogue box gives you the option to download the 'Windows support software' (i.e. So how does this work? First, start Mac OS X Lion and head over to Go/Utilities/Boot Camp Assistant.
I'll describe these steps using Lion, though the procedure in Snow Leopard doesn't differ a lot (except for the fact that Windows XP and Vista won't work in Lion - yeah, Apple ditched 'legacy' support entirely with Boot Camp 4 and Lion). The first step requires you to shrink the Mac OS X volume and create a separate NTFS partition for Windows.
Step 1: Setting up your Boot Camp partition