Scoring is broken into points, games, sets and the match. For a more detailed explanation of scoring click on the “Intro to Tennis Booklet” link.
To win a game you must be the first player to score four points and be leading by at least two. So if you have four points and your opponent has three, you must win another point before they score to win the game. The point score is as follows: zero points=love, 1 point=15, two points=30, three points=40, then you have either an advantage or the game is won if a player is ahead by two points.
To win a set you must win at least six games. If the score becomes tied at six games each, you play a tiebreaker. A tiebreaker means the first player to seven points with a two point lead wins. See the link above for a more detailed explanation of a tiebreaker.
To win a match you must win two sets.