Call your utilities company to verify there aren't any utility lines under the area where you want the fence to go. This prevents a possible breach of a gas line or sewer pipe. Acquire any permits required in your state before installing your fence and make sure the fence is within your property lines.
Mark the location of the first post with a wooden stake by hammering it a few inches into the ground. This functions as a marker.
Measure down another 3 or 4 feet from the first stake with a tape measure and add another one. The more metal posts you use, the more stable your fence will be. If you want fewer posts, separate them no more than 8 feet apart -- any further and the posts won't provide adequate support.
Dig 3-foot deep holes where each stake is located using a shovel or a post hole digger. Most privacy fences are at least 6 feet tall and the posts require a 3-foot depth in the soil to adequately support the fence.
Place the posts in the holes. Add gravel equally on all sides to hold the posts straight. The gravel should at least fill the holes halfway.
Pour concrete mix into the holes to fill them. Leave about 3 inches of space at the top and wait for the concrete to fully dry. Keep the pole in the center of the hole so it doesn't lean once the concrete dries. The gravel should keep the pole in place but correct the pole manually and hold it upright as the concrete starts to dry if you notice it leaning.
Fill in the holes with dirt to hide the gravel and concrete underneath. The privacy fence can then be drilled into the posts using brackets, depending on what material you use. Bamboo often gets secured with construction wire.