1. If you sense you have a flat - don't keep driving.  You can ruin the wheel this way.  Instead, slow down and exit on the nearest off ramp or pull over as far as you can.  Turn off the car and turn your hazards on. Make sure you are on a flat surface and the emergency brake is on too.
2. Grab your owner's manual and look to see where the jack and spare are stored in the car.  Usually it is in the trunk.  Safely exit the vehicle and take both the spare and the jack out of the trunk.  Lay the spare on the ground.  If you lean it against the vehicle, it might roll into traffic. 
3. Loosen the wheel lugs.  There is typically an L-shaped tire iron, which will loosen all the lugs on the wheel.  Don't remove the lugs -- just loosen them.
4. Now place the jack underneath the car.  Check the owner's manual for the proper placement, since all vehicles are different.  Turn the crank or the knob (depending on the jack) to prop up the vehicle.
5. Once the tire is completely off the ground, you can remove the lugs.  Put them somewhere accessible because you are going to need them.  Pull the wheel off and replace it with the spare.  Put the lugs back on properly - or you will run into more problems.

Lower the jack and put everything back in the trunk and you're off.  Hopefully, it won't happen again!