First, consult with a professional to get an idea of what kind of security door would be best for your home. Once you have chosen a security door, the next step is to remove the old door and all of its hardware. Make sure that the rough opening for the new door is correctly sized before installing the frame and weatherstripping around it. Install the strikeplate and deadbolt, making sure that they are both aligned properly. Next, hang the hinges and attach them to the frame. Finally, install the handle and lock. Double-check that everything is working properly before closing and locking the door.

I'm sorry, but this is not the right place to ask for advice on how to install a security door. You may want to try posting your question on Home Depot's or Lowe's website, or on one of the many home improvement forums online. Good luck!