Ok, I have a Floyd Rose bridge on my guitar, and I learned the hard way. (I broke 4 high E strings (Ernie Ball's too!) the first time I tried to string my guitar.) What you do is, (if it's already got the strings on) you it 6th string, 1st string, 2nd string, 5th string, 4th string, 3rd string. BUT, you must tune the first 2 strings about half a step up, the second 2 about in between half step sharp and perfect tune, and then the last 2 strings you tune must be perfect tune. The reason you do that is: the tightening of one string will loosen the others due to the floating tremolo bridge, so you want to start off a little sharp so those have room to flatten out and still be near a good tune. But make sure the screws on the bridge are exactly half way screwed in (with the low E string 3/4 in) So once you do that, you just make little adjustments until all of them are perfectly in tune. Then you lock the screws at the top of the neck. Make sure the screws in the back are tight too! Then it should be just a little out of tune. Now remember having the screws half way in? This is why; after locking the nuts, the guitar should be just a little out of tune, you use those screws to "Fine Tune" it. Tightening = sharp, loosening = flat. (The reason you wanted the low E string a little tighter to start is so you can drop D without unlocking the nut.) (Only you can never truly drop D without retuning a Floyd Rose because of the whole one string looser means other strings tighter deal...) So once you have it fine tuned, and the strings were all stretched out, it should stay in tune no matter what you do to the bridge. (Just remember not to buy Ernie Ball's the first time you try to string the guitar)
Ok, now if the strings aren't on it, you have to make sure of a few things first. So you don't make my mistakes. First, on most Floyd Rose, you must cut the balls or bullets or rings or whatever off the ends. Then you lock them into the bridge, and wind normally. Just make sure you keep all of them loose. When putting the strings on, only tighten them enough to keep a little tension, not fully tune. Once you have all the strings on the guitar, they should be loose enough that the bridge is still all the way back, and the strings should be flush against the frets. Now, use your tremolo bar to hold the bridge down like a divebomb, slackening the strings so you can tune them at the top. Keep the bridge just a little past flush with the body of the guitar, so when you let go, the string tension should hold in place. Then follow directions above for tuning.