This program, fortunately, has a GUI for those averse to the command prompt. Most of it is straight forward. You click add folder, and it automatically scans it and adds all the MP3's contained in all its sub directories. To use it, you may optionally do a track analysis first to see the varying amounts of loudness of all your files. This may take a while though, so be sure to do this before lunch or going to bed. You will only have to do this once however, so it doesn't matter if you do it now yourself, or if you let the program do it for you later. You have several options when applying the gain to your tracks. The default is track gain, which makes all your MP3's the same volume relative to each other. The other popular option is album gain, which normalizes all tracks by album, that is, all the tracks from one CD will be at the same volume relative to each other from the original recording, but the whole album will be set to a loudness relative to other albums. This is for audiophiles who want to preserve the difference in volume between tracks on a classical album for instance, where one movement might be piano, and the other forte. I'm not sure what the "constant gain" option does, so you may want to research it yourself later.
Before you go click happy and hit the "Track Gain" button, there is an important feature for you to consider. Some tracks may be marked as "clipped", due to a sound engineer pushing the loudness of a track way beyond its limits, and causing a jarring distortion known as "clipping". By default, MP3Gain may not always correct this clipping problem, or may accidentally introduce its own clipping when amplifying a track that was originally very quiet. To fix this, go under options and check "Don't clip when doing track gain". Other options to note are under Options->Tags. This allow you to optionally skip already-calculated tags or to force them to be recalculated.