It will become increasingly popular that scientists in research institutes will make use of Grid computing resources for running computer simulations and managing data. Although there are some production Grids available, it is often the case that many organizations and research projects need to build their own Grids. However, building Grid infrastructure is not a trivial job as it involves sharing and managing heterogeneous computing and data resources across different organizations, and involves installing many specific software packages and various middleware. This can be quite complicated and time-consuming. Building a Grid infrastructure also requires good knowledge and understanding of distributed computing, parallel computing and Grid technologies. Apart from building physical Grid, how to build a user infrastructure that can facilitate the use of and easy access to these physical infrastructures is also a challenging task. In this chapter, the authors summarize some hands-on experience in building an institutional Grid infrastructure. They describe knowledge and experience obtained in the installations of Condor pools, PBS clusters, Globus Toolkit, and SRB (Storage Resource Broker) for computing Grid and data Grid. The authors also propose to use a User-Centered Design (UCD) approach to develop a Grid user infrastructure which can facilitate the use of the Grid to improve the usability.