cgminer has a few failover/load sharing modes - all detailed in the extensive README
I only mine on 1 pool so I setup failover to different mining nodes for the pool (note not all pools have multiple mining nodes)
people on a single node pool should open an account with another pool and set that for failover in case of issues with the 1st or preffered pool. ie: if your pool goes down your hashes will automatically go to your backup pool.
I know of people with up to 10 pools in their list and p2pool or solo as the last option - nothing is going to stop these people mining!!
load balancing is another option, but you mine on 2 pools at the same time, if one has issue the other gets the full load.
also
https://bitcointalk.org/index.php?topic=78031.0 is about mining on multiple pools to reduce variance
so how to
install cgminer,
read the readme and setup cgminer how you want it,
open one client,
let it do it's job,
profit
hope that is a small help
Graet