In the Global Render Settings ensure you set the settings to anything that is not marked with (Single Frame), than set your start and end frame

Oncve thats done go to the Render Menu and choose render > batch render Options. Tick all processors, if ur using a daul or quad processor and leave it.

It can take a little time for it to start kicking off and once it starts it will shoot through. This all depends on your PC and its hardware capabilities.

Best to post what you are doing and we can advice if your going wrong from there. I normally start a render and then go watch a movie...