You have to be careful with Dollar-Cost-Averaging a lump sum of money,
as illustrated here.
Dollar-Cost-Averaging is great when you want to deduct x dollars from your pay cheque automatically and have it go into an established investment (such as your lump sum), but you're generally better off to avoid DCA if you have a lump sum of money you can invest immediately.
As has been said already, your best bet is to inform yourself. Find out as much as you can about what you want to invest in, and then find out some more.
-Tamerlain