The easiest doors to install are pre-hung doors. These doors come in a solid frame that must be fit into a rough opening. If your rough opening is made of cinder blocks, it will be easiest to find a pre-hung door that is smaller than your rough opening, rather than trying to enlarge your door opening. You can fit the rough opening with a lumber frame to make the door fit right.
Remove the old door, if there is one. Remove all lumber casing the rough opening, and scrape away any old caulk on the door.
Measure the size of the rough opening and the size of the case for the new pre-hung door. Subtract the size of the pre-hung door case from the size of the rough opening. This is the amount of space that you will need to fill with lumber in the doorway to make the pre-hung door casing fit in the rough opening. Measure pieces of lumber that will fit in the rough opening and mark where you'll need to make your cuts.
Cut the lumber for the rough opening. Use a circular saw to cut the lumber so it will fit right, but use a miter saw to cut the ends of each piece at a 45 degree angle so they will fit together at the corners. Use a level to check the sill. If it is uneven, insert shims beneath the sill to level it out.
Drill holes into the lumber and the cinder blocks, then screw the lumber into the rough opening using cement screws. The holes you drill should be only slightly smaller than the screws themselves. Use a concrete drill for this. You will screw the lumber directly into the cinder blocks that make up the rough opening. Screw in the top piece of lumber with the longest edge flush against the rough opening, then join each side piece to the top piece, joining the mitered ends together and screwing them in place. The bottom piece is last and should fit snugly between the two side pieces.
Apply a bead of caulk all the way around the wood frame, then tip the pre-hung door into the opening.
Screw the door into the wood frame in the rough opening. Use 3-inch screws. Screw them into the door frame near the hinges, and at all other locations recommended by the manufacturer. You'll need to drill a pilot hole first, using a cement drill.
Seal the door with latex caulk to fill any gaps between the wood frame in the rough opening and the case for the pre-hung door.
Insert insulation into the spaces between the frame and the interior wall. First use expanding foam insulation, then fill the remaining space with fiberglass insulation. When you install trim around the door later, this will cover any exposed insulation.