The first step will be to install L4D2's addon tool. This is done by opening Steam, and selecting library in the header bar at the top. This will take you to your library of games. Next to the search bar is a glowing/highlighted word. It usually says Installed, but it might also say All Games (#) with the number being the number of games you own. Next to it is a downward pointing triangle. Click on it and it'll open a menu box. Scroll down to 'Tools', highlight it and click on it. It will take you to the tools download page. Scroll down to 'Left 4 Dead 2 Add-on Support'. Right click it and choose 'install game'. When the download is finished the tool's installed.

The next step will be to download the mods. We use http://www.l4dmaps.com/ . Which is a great site and has tons of awesome mods. I'm sure there are other sites, but the basic process is the same. Find something you like and download it. If it's a .zip or a .rar you'll need to extract it. Most l4d2 mods are simple to install and are in .vpk file format. The icon for them will be the Steam logo.

Once you have the Add-on Support tool installed and you've got your mods downloaded, you'll need to install them. Which is actually easier than most games. You'll simply need to find your game's addon folder. Which can be found in (Your drive name for eg. "C:\" ) Program Files >Steam > steamapps > common > left 4 dead 2 > addons or (Your drive name)> Program Files (x86) >Steam > steamapps > common > left 4 dead 2 > addons if you're running a 64 bit OS (like new versions of Windows 7). You just drag and drop your addons into this folder and you're done. You need to make sure that you're not running the game when you do this.

Start Steam, and then launch l4d2. On the title screen click extras and select add-ons from the sub-menu. Most/all add-ons I've run are checked on by default, but it's a good idea to make sure. From this menu you can turn on or turn off the mods that you're running.

For most mods to work, you'll need to set your server in the game lobbies to local.
A word about skin mods. Although a lot of them say that they can be used online, I think they're only visible for everyone if the person with them is hosting. Even then, it's best to assume that only you can see the mods. The best work around for this is to convince your team mates to install the mods as well.