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.