A glass shower door is a more permanent and effective alternative to a shower curtain, and if it's installed correctly, should adequately prevent water from the shower spraying out into your bathroom. 

The first step when installing a shower screen is to use a spirit level to position the channeling for the frame vertically above the bath edge.  Fix the channeling in place.  If you're fixing it onto a tiled wall, take care not to damage the tiles and use the relevant drill bit to make pilot holes.

Once your channeling is in place, fix the hinging mechanism to it.  The design will depend on your particular shower screen, but generally hinges come in two parts.  One part needs to be attached to the channeling on the wall, the other is then fixed to this.  You'll then need to screw the hinge hardware onto your screen.  Be careful not to scratch the glass as you do this, and use gasket to act as a protective barrier between the metal hinge and the glass door.

The next stage is to place a retaining bolt in the hinge barrel to keep the door in place and for the hinge to operate properly.  Then place rubber sealant strips to the underside edge of the door to ensure it's watertight.