You have two black leather boxes with straps in your tefillin bag. One is for
the arm, the other for the head. Take out the arm one first--that's the one that's
one smooth box, rather than four compartments.
Remove the tefillin from the plastic case.
The arm tefillin goes on the
weaker arm -- right-handed people do the left arm, lefties do the right arm.
Roll up your sleeve so that the tefillin is in direct contact with your
arm. Put your arm through the loop formed by the knotted strap. Place the black
box up on your biceps, just below the halfway point between the shoulder and the
elbow right across from your heart. (see illustration).