Paint-Standard for all Microsoft Service Packs(Try going to the start menu->All programs->Accessories->Paint)
SHP Builder 3.36-Get this by searching google and downloading it(Try Project Perfect Mod under CNC Tools then go to Get OS SHP Builder 3.36 or you can download it from my download list)
Alright, here's what to do.First, google an image for your cameo( for this example Colonel Burton).Install the SHP builder.Now fire up the builder. After this right-click on the image you searched and select Save Picture As. Save the file to some safe place for cameo images. Next go back to the SHP Builder and the top of the toolbar go to: File->Import and then select Image->SHP, from the top toolbar of the program. Now a pop-up will come up. Unselect the setting View only the first file of the package. Now select the browse button and go and find the image you saved earlier, and select it and press open. Next for the game choose either RA1 or RA2(By the way, RA1 or RA2 cameos work for Generals as well). For the type, choose cameos and then press OK at the bottom. Now the image you end up with my look weird, but in game it looks AWESOME. Now head up to the top toolbar again and go to Tools->Misc->Cameo Generator. Now another window will come up. Now all you need to do is put the words for the cameo in the Text setting box(in this case, Colonel Burton). Then click OK and go to the top toolbar and go to File->Save As, and name the cameo, saving it to a safe folder for cameos. Now your all done :) Later tutorials will come on how to input the cameos into RA2 or Generals
NOTE: All props to Banshee and Stucuk for creating the SHP Builder.