I'm sooooo happy I just got the new Raspberry Pi! During setup it was a little challenging but with some help from TechSpot.com and two downloads: the Win32DiskImager software and the Debian Squeeze Image I had the Raspberry Pi up and running in an hour and a half. Simple right? Well, not so easy. I would recommend that you use the TechSpot article for setup of your Raspberry Pi if you happen to get one.
Edit(s): Warning check twice to make sure the device selected in the win32diskimager program is your SD card. I succeeded in corrupting one of my hard drives like this, so beware.