1)
Open in control panel the "System Properties".
You can open them faster by context menu on "My Computer" (must not by "Shortcut to MyComputer", must be real MyComputer) icon:

2)
Open the "Advanced system settings":

3)
Open the "Environment Variables":

4)
Click to "New" for open dialog of creation the new variable:

5)
Set all necessary data and press "Ok" for save data.

Press "Ok" and "Ok", and you was set new system variable.
Note: Be attentive, сheck the variable name, if you made mistakes, it will not be work, and you will need to rename them.