This is a kind of tough time of year to be putting in a tree, but if you are very careful and attentive you can get it to work as long as the tree is in good shape to begin with i.e. well-tended pot-grown rather than mail-order or baked-in-Home-Depot-lot. All else being equal, smaller trees will do better in the long run than larger trees, when moved at difficult times of year.
Make sure you're putting it in a good site (sufficiently well drained); dig up as large an area as you can stand to get rid of sod and loosen the soil -- but do *not* amend the planting hole with compost or anything else like that. (If you amend the planting hole to make it all specially wonderful soil, the roots tend not to grow beyond that area and the tree poops out in 5-10 years, which is aggravating). One exception - I feel like I see shrubs/trees grow better in the long run when some bonemeal is mixed into the broken-up soil that's being planted into; but I can't prove it and you don't absolutely need to. Do not fertilize otherwise.
Plant the tree at exactly the same level as it was in the pot, neither deeper nor shallower; in a questionably drained site you can put it a little high by mounding up (extra) soil around it to a height of a few inches, but still plant it so the soil line is where it's been.
Water the hole well before putting the tree in; then water the tree in decently well; then mulch it to within a few inches of the trunk, and water as needed until the ground freezes (or all winter if your ground doesn't freeze). YOU NEED TO CHECK THE SOIL to see whether it needs watering; don't water on a schedule, don't water according to how many inches of rain have fallen, just poke yer fingers into the soil and when it's getting dryish a couple inches down then water deeply.
Good luck, have fun,
Pat
