Pretty simple. I crossfired 5850s just last week. Basically just plug them into the proper adjacent PCIe slots and plug in the power cables from the PSU. Then, they come with a Crossfire connector ribbon, so you attach that (it's near the "front" where the output bracket is). You only need 1 connector per 2 cards, the reason they have a 2nd connection spot is for tri and quadfire. Anyway, once that is done just boot up and in ATI Catalyst Control Center, there will be a new option in the dropdown menu for Crossfire. Go to there, check the "Enable Crossfire" box, hit apply. Done.
Well, you need to have a Crossfire ready motherboard first, with two slots. Once you install the cards, just connect them with the crossfire cable. That's pretty much it. When your computer turns on, it will tell you that your system is crossfire ready and to enable it if you want.