1) Install Jenkins
2) Use the Jenkins docs to create some simple jobs (in other words, learn how Jenkins works but using it for some simple demo projects)
3) Examine your existing cruisecontrol jobs and break them up into groups whose builds are similar.
4) Migrate one group at a time by first creating a Jenkins job form one of the CruiseControl projects, then create the other jobs based on the first (Jenkins lets you create new jobs based on an existing job).
This is essentially what we did when we migrated to Jenkins (though we were using a variety of build managers, not cruisecontrol)