How do I use cron-job to run a script?

Some links have changed. Here are the new ones.

Introduction to crontabs and cronjobs:
http://www.techtutorials.net/blogs/index.php?mode=viewid&post_id=117

Using cron to automate tasks:
http://www.4webhelp.net/tutorials/misc/cron.php (still OK)

Cron with CPanel:
http://www.cpanel.net/support/docs/11/cpanel/advanced_cron_jobs.html

This Q&A was found on XOOPS Web Application System : https://xoops.org/modules/smartfaq/faq.php?faqid=199