This does not mean it's hard, though. It's the same basic procedure -- look in your control panel. In Windows 95/98, it's under ``keyboard.'' You have to click over to the ``input locales'' tab, and look in the ``input languages'' window of that. Chances are, you have just one, and it says ``United States'' (meaning QWERTY). Highlight this entry, and click on the ``properties'' tab. Now, finally, you're presented with options, including Dvorak.
The stupid part about this is you can't just switch between layouts like you can on MacOS or Linux. Windows thinks that if you're typing in a different layout, it must be because you're typing in a different language. So if you want to actually switch back and forth between ``input locales'' (keyboard layouts), you're going to have to add a second language (I use British English), make its properties be Dvorak, and then just remember which is which. It's really obnoxious.
What's even more obnoxious, however, is that you have to switch over to your new input locale for each window you enter. The default will still be QWERTY, and for each new instance of IE your machine pops up without your authorization, you'll have to click over to your Dvorakized locale anew. Ready to switch to Linux yet? :-)