Step 1:
Please go to this link http://www.magentocommerce.com/download and download the Magento community Edition 1.9.x version from ‘Full Release’ section and then extract to the folder where you want to keep the magento installtion.
Note: Please don’t start installing magento now.
Step 2:
Go to this link http://www.magentocommerce.com/download again and download the ‘Sample Data’. In this case we need to download version 1.9.0.0. You can download any compressed format either .zip, .tar.gz or .tar.bz2 and extract them and copy the folders ‘media’ and ‘skin’ to the magento installtion’s root folder we did on the Step 1.
Step 3:
Create a Database and import the SQL dump you see on the extracted folder of magento’s sample data. In this case it called ‘magento_sample_data_for_1.9.0.0.sql’. Import it using any import tool like phpMyAdmin, MySQL Workbench or any other tool you like/prefer.
Step 4:
Go ahead start installing Magento over the database you imported on Step 3 from the root folder we did on the Step 1. In this process you have to use the same Database we created on Step 3. Once installtion is over please clear the Magento cache then you will able to see the website with all the sample data On.
Cheers!