Satnam Singh
To make designs for Xilinx's FPGAs you will need the XIilinx ISE design tools. You can download a free ISE WebPACK version of these tools from Xilinx's download page. The WebPACK version includes a starter edition of the ModelSim XE III VHDL compiler which will let you simulate Lava generated VHDL files. You will need at least version 7.1 of the Xilinx tools to use Lava.
You will need the Glasgow Haskell Compiler version 6.4 (or later) to compile Lava circuits (which are just Haksell programs).
Windows users will find it useful to have some kind of UNIX-like system for using the Makefiles and tools that come with Lava. I use MSYS which you can download from http://www.mingw.org/download.shtml. Download and install the .EXE with a name like MSYS-1.0.9.exe. You may also use the NMAKE utility with the Makefiles in the Lava system. If you have Visual Studio installed you will already have NMAKE. Otherwise you can download NMAKE from this Microsoft knowledge base article.
To install Lava just unzip and untar the downloaded file and type "make" (or "nmake") from the top directory.
$ gunzip lava-0.1a.tar.gz
$ tar xvf lava-0.1a.tar
$ cd lava
$ make