It shouldn't cost more than ten to fifteen bucks to have your tires installed, but sooner or later you'll want to learn how to do this yourself or you're SOL when you have a flat while out riding your bike alone, especially if it's mountain biking on trails that aren't close to roads and a ride home after a cell phone call.
Many shops will charge you to change tires but they'll teach you how it's done at the same time. If your shop doesn't do that then take the time to learn at a local bike maintenance class or through books or on line resources like:
http://www.parktool.com/blog/repair-help/tire-and-inner-tube-replacement
http://www.youtube.com/watch?v=J4ZQMRT12Sg
Good luck,
-Dave