While the above is a good explaination, I have to warn that downloading the Ethereum Wallet takes considerable time at the moment, and there may be easier less complicated methods.

1.) Download Metamask and integrate it as an app into your Chrome browser. https://metamask.io/
2.) Go to https://tokenfactory.surge.sh/#/

All you have to do is punch in the relevant properties and you have your own crypto currency - It takes 10 minutes.