Guinea pigs don't usually need a bath because they can generally take care of it themselves.
So, it isn't absolutely necessary that you bath them unless you notice that they're particularly dirty.
This shouldn't have to be done too often (I do it once every 3 months), but when you do bath your piggy, here's what to do...
First of all, this is common sense, but don't use your own soap on the pig (or you can develop some sort of infection).
Buying a new soap might be an option but since you're not going to be using it regularly, I'd suggest that you use a nice baby shampoo instead.
If possible, try and get a soap or shampoo made exclusively for guinea pigs (I've seen them in shops in New Jersey, not sure if they're still available) because other substances can give them an itch.
For the bath itself, don't put your guinea pig in a bath tub.
Never immerse him in water because I've done it and my pigs showed me that they were absolutely abhorrent of it the only time I tried.
So what you should do is stand them either on your bathroom floor or your kitchen sink and shower them lightly through a shower head.
Use a soft brush to brush your pig lightly during the bath.
Once you're done, you can then wipe the piggy clean with a soft towel but you have to be very careful doing this.
Aside from possibly hurting the pig, it's possible that you'll startle her if you cover her eyes, so please be very careful.
I personally prefer to use a dryer on the lowest speed.
This gets the job done fast; I recommend that you don't use higher settings on your dryer.