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The best place to get information for this is the UK Border Agency. If you click here you will find instructions.
You should start by clicking the 'Can you apply' tab on the main page. Here you will find an explanation of how the points-based system (PBS) works. You need 40 points to study in the UK and this page will explain what you need to get those points. They are to do with your level of English, the type of course you want to study and other factors which are explained here.
Then you need specific documentation including a special photograph - there is more information here on the documents needed. You also have to be able to prove that you have enough money to cover your living costs while you are in the UK.
You should find all the information you need on these pages, but you can ask more questions through the Contact button at the top of each page.