Completion of the quest "Discerning the Transmundane" To start talk to Septimus Signus who is North of Winterhold. Also when you receive the book do NOT select a path just close the book.

Any player owned house with a bookcase. (If you don't have a book case talk to any of the Jarls assistants and they can upgrade your house for a fee)

1) Inside your house activate any book case.

2) Find the Oghma Infinium book in your inventory and read it. Make sure you are still in the bookcase menu!

3) Choose the path you want to take, which are Magic, Warrior, and Thief increases. Once you chosen your path press B and then X to store it, Go slow when you do this so you will have a smaller chance to mess up.
(Make a save before hand, so if you do mess up you will have a save to restart with)

4)Once the book is on the shelf again, just read it where it sits, don't activate the shelf. When the book menu asks you to choose a path select "Do Not Read" and then hit A to take the book.

5) Just follow steps 2-4 again and just repeat! You will have maxed skills in no time.