Install VirtualBox with package manager (Linux) or download & install it from here:
https://www.virtualbox.org/wiki/Downloads

E.g. in Ubuntu 13.04

sudo apt-get install virtualbox-qt

or search from software center

After installing (Linux) in terminal run

sudo adduser your_username vboxusers

Note: you have to reboot Linux after installing VirtualBox (maybe also Windows?)

Download the disk image from
http://tube.utu.fi/FINCAdisk.7z (2.7 GB, mainly for Windows) or
http://tube.utu.fi/FINCA.vdi.bz2 (3.3 GB, mainly for Linux) or
http://tube.utu.fi/FINCA.vdi (9.1 GB, no compression)

Download the version you can uncompress (and install uncompression software), most Linux distros can uncompress .bz2 (bunzip2).

Now start VirtualBox. You'll get a window like this (this is from Linux but it's similar for other OS):

Click New and fill&select:

After clicking next you get

The default, 512 MB should be OK. However, you should leave host OS at least 512 MB. Also if you have a lot of RAM, feel free to select e.g. 2 GB.

In Windows, you are asked more but you can (and should) use the defaults.

Check Use an existing virtual hard drive file and select the file by clicking the folder with green arrow on right:

Now click Start and you'll get:

If you have problems during install, don't worry we can sort them out during the first day of the course.