To get the greatest sound card you can, read the reviews. Keep in mind, sound is very individualistic. What you hear isn't that same as what someone else hears. If you are buying a standalone sound card, you will be the best of trying before you buy from a local retailer. If this isn't an option, I strongly urge you to get an opinion from someone you trust in audio, then still check the reviews before you buy.
If you really want the best sound you can get, you may want to get an sound card. If you've got one on the motherboard, I'd recommend giving this a try before buying one. Your money is probably best off spent elsewhere.
To install simply take a panel out of the back of your computer case that lines up with the PCI connector on the motherboard. Then slide the card into place and fasten.