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For a permanent installation, obtain the latest source version (ending .tar.gz) of the beamer package from the download section. Next, you also need the pgf package and the xcolor package, all of which can also be found in the download section.

When you ask TeX to use a certain class or package, it usually looks for the necessary files in so-called texmf trees. These trees are simply huge directories that contain these files. By default, TeX looks for files in three different texmf trees:

• The root texmf tree, which is usually located at /usr/share/, c:\texmf\, or c:\Program Files\TeXLive\texmf\.
• The local texmf tree, which is usually located at /usr/local/share/, c:\localtexmf\, or c:\Program Files\TeXLive\texmf-local\.
• Your personal texmf tree, which is located in your home directory.

You should install the packages either in the local tree or in your personal tree, depending on whether you have write access to the local tree. Installation in the root tree can cause problems, since an update of the whole TeX installation will replace this whole tree.

Inside whatever texmf directory you have chosen, create the sub-sub-sub-directories texmf/tex/latex/beamer and texmf/tex/latex/pgf and texmf/tex/latex/xcolor place all files in these directories.

Finally, you need to rebuild TeX's filename database. This done by running the command texhash or mktexlsr (they are the same). In MikTeX, there is a menu option to do this.

For a more detailed explanation of the standard installation process of packages, you might wish to consult the advice given here. However, note that the \beamer\ package does not come with a .ins file (simply skip that part).