To produce a dvi file:

latex yourfile.tex

bibtex yourfile.tex

latex yourfile.tex

latex yourfile.tex

bibtex yourfile.tex

latex yourfile.tex

latex yourfile.tex

To produce a pdf file:

pdflatex yourfile.tex

bibtex yourfile.tex

pdflatex yourfile.tex

pdflatex yourfile.tex

bibtex yourfile.tex

pdflatex yourfile.tex

pdflatex yourfile.tex

However, for the windows user, with Miktex, there is an alternative that could simplify all those tasks - the texify.

To produce a dvi file"

texify yourfile.tex

To produce a dvi file and clean all the auxilary files:

texify -c yourfile.tex

To produce a pdf file (to clean all the auxilary files, just add -c as above):

texify -p yourfile.tex

To produce a dvi file and run the default viewer (add -p for pdf)

texify yourfile.tex --run-viewer