Since May 2010, the lavaan package is available on CRAN. Therefore, to install lavaan, simply start up R, and type:

install.packages("lavaan", dependencies = TRUE)

You can check if the installation was succesful by typing

library(lavaan)

When the package is loaded, a startup message will be displayed showing the version number, and a reminder that this is beta software:

This is lavaan 0.5-13
lavaan is BETA software! Please report any bugs.

If you see this message, you are ready to start.