First of all, you need a wallet. There are different ways to get one.
Easiest and fastest is Instawallet
http://cur.lv/ir35
Pro: easy to use, no signup
Con: you’ll have to save your url
Block chain is really good and easy.
http://cur.lv/ir2g
Pro: Secure ID and Password
Con: No password recovery
I like the original Bitcoin QT Software
http://cur.lv/ir1h
Pro: many options, like back up your wallet
Con: You have to install the software and its quite big…
Now that you have your wallet you need to fill it with bitcoins.