It's not as straight forward as the guys on here make it sound, here are a few links you should check out.
I recommend to the Wiki to find out what it's all about
Noob forums to ask questions (stickies will help you get started)

Wiki
Dual Boxing Wiki

Noobs forum
New Multi-Boxers & Support

Good posts/guides to look at
How to Box 5 accounts (or 2 or 3 or 4) with ONE computer
or
Beginners Guide 2 Dual-Boxing (3,4,5 boxing)