Drill a hole from the inside through the outside of the roof. The hole will indicate the center of the skylight.
Transfer the dimension of the skylight to the roof. Mark the location of the skylight by using the hole you drilled as the reference point.
Make an outline of the skylight on the roof with the chalk line. Cut a hole in the roof with the circular saw. Cut along the line and then take the cut section of roof out and set it aside.
Measure between the ceiling joists with a tape measure and transfer the measurements to the 2-by-4 board. Cut four pieces of board with the circular saw.
Place two of the cut 2-by-4 boards at the top and bottom of the cut hole and attach them to the ceiling joists with the nail gun. The 2-by-4 boards will act as header joists to support the skylight.
Measure 3 inches back from the opening, on all four sides. Cut the shingles with a utility knife and straight edge.
Insert the skylight into the hole and secure it to the roof with screws, using the power drill. Insert strips of roofing paper, 8 inches wide, under the shingles around the skylight.
Attach the bottom flashing around the skylight and secure it to the edge of the skylight with the nail gun. Install the step flashing around the skylight and secure it with the nail gun into the side of the skylight.
Attach the solid pieces of flashing to the skylight with the nail gun.