First, make sure you use bricks made for paving, like concrete pavers (Unilock is a big name brand).
You first need to remove about 15 or 16 inches of the soil. This will depend on the thickness of the bricks. Compact the bottom of the bed with a rented compactor. The next layer is a natural stone aggregate (comprised of 3/4 inch material to stone dust). This layer needs to be at least 8 to 12 inches in depth. Add a 2-3 inch layer of the aggregate at a time, compacting each layer until you get the full 8 to 12 inches.
Once all of the aggregate is compacted, screet a layer of sharp sand 1 to 1 1/2 inches thick. Don't compact this, it's the bedding course that the bricks will be layed upon.
Lay the bricks, and compact the bricks, this will help bring the sand up into the joints. Finish by sweeping dry sand into the joints.
Remember to excavate the area and prepare the subsurface 6 inches wider than the actual brick driveway. This will keep the bricks from sagging on the edges. And use a plastic or metal curb to keep the bricks from moving horizontally.
When you buy the pavers, the manufacturer should provide an installation guide that will give you many more details.