Buy horseradish roots (called sets) at your local garden center. Choose sets the diameter of your index finger and about 18 inches long. Check to be sure roots are firm and healthy, with no soft spots or rot. Two horseradish sets will provide plenty of horseradish for the average gardener.
Put on garden gloves to protect your hands. Till the soil in your garden with a hoe, breaking up clods and clumps until you have a loose, fine soil mix.
Set the roots on top of the tilled soil. Press the lower end of the root down into the earth a bit, creating a slope so that the head of the root sits a little higher than its end.
Cover the horseradish root with 6 to 8 inches of loose soil, forming a flat ridge on top. Water thoroughly.
Watch the ridge from late spring to late summer. As shoots come up, clip them off at ground level, allowing just one plant to fully form at the head of the root. This will make the original root grow in diameter, sending off side roots to be next year's crop.