Ok sorry didn't mean to confuse you. I assume you already have the Samsung Kies installed? They are basically drivers to let your phone commnicate with your computer. Once you have that installed, you can simply test it out to see if it connects OK with Odin by opening Odin and just connecting your phone with the computer. If you see "added" in the lower left corner, then you are ready.
OK this is EXACTLY how I did mine. Before I start anything, I went to my phone and put a check mark besides "USB Debugging" in Developer Options.
1) I made sure Samsung Kies was installed and made sure phone to computer connection is good. (tested in Odin and saw "added" in lower box )
2) I unzip all the files needed i.e odin, and . tar file
3)disconnect the phone to computer and made sure Samung Kies is not running on computer ( it may cause problems with the process if left running)
4)Start Odin.
5) Click PDA and choose the .tar file you have unzipped earlier
6)Put your phone into DOWNLOAD mode. Once you do that, I believe you have to push a button on your phone to continue
7)connect your phone to computer; check to see if the box is yellow, if it is, you are set and do not make any changes in Odin; leave everything the way it is
8) CLick Start
9)Look for green box with "Pass" in Odin
10) Phone will reboot
Not to thread jack and the guide posted in here is very good but I used the method in
[18.06.2012] CF-Root 6.3 - SuperSU+CWM5.5+CWMManager - xda-developers provided by other help members on here. I find it was easier for me . It will root your phone and install CWM both in 1 shot and done under 30 seconds.