What a small investor do while investing in shares.?

like eg. if i am having Rs.5000 in my hand and want to invest what should i do...

Its very simple.
First of all open a demat and bank account with a banks like HDFC or ICICI. Enable these account for online banking.

Then open online share trading account with them.

You can transfer your funds from Bank to Trading account or vice versa with online banking.

Visit moneycontrol.com for selecting shares of good companies. Discuss with experienced friends or catch hold of reliable share broker

Yes can start with Rs 5000/- and later on you can accumulate good company's shares as and when you have surplus money. Don't borrow or take loan for investing your money in share market. I said surplus money, not hard earned money. Because you can easily loose your money in Share Market.
You don't have to worry when market is rising. But when it starts falling down you will have to take appropriate action.

You will get good returns if hold shares for a longer time.

All the best.

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Open a demat account as it is very helpful and almost mandatory for trading in shares. Look in for good stocks like large caps and invest.
If u want to make instant money with small amount then u shuld check out doing intraday trading or short term trading. But beware this is of very high risk and only proper tools and experience can help u gain profits.