It’s pretty easy, actually. If you’re running Windows, download MikTek from http://www.miktex.org/ and then download TexMaker http://www.xm1math.net/texmaker/. If you’re lucky, as I’ve been, the default settings will work right away. If you have a .tex file that someone has made, then just open it; press F2 to compile, then F3 to look at it.
Another excellent editor is TeXnicCenter, at www.texniccenter.org. I haven’t used it long, but it looks even better than TexMaker.