drivers for your video, audio, bluetooth, ethernet, keyboard - (what else? - some other stuff)
Insert the Driver CD that you burned, and let it autorun. click continue various times, so your drivers are installed, You really don't have to decide which drivers you want to install, Windows decides for you (darn Windows anyway)
Autorun for the drivers CD doesn't work about 1 in 3 times on new Macs I have installed with bootcamp (darn Windows anyway!), so go into My Computer, and run the install manually.
Actually turns out pretty good almost everytime, except when the install fails for some reason (darn Windows anyway!)
I've installed on about 10 new Macs, and twice had complete meltdowns (following the same procedures each time (darn windows anyway!)
You gotta keep a sense of humor when you do that bootcamp stuff . . .