[Jonster]

XBox Live is pretty easy to set up. (It's harder for me cause I use AOL Broadband - damn dad - so I have to set it up every time, but then it only takes about 10 seconds)
You need a broadband internet connection, and a LAN wire would be handy.
The way I got it set up, I connect to the internet, turn on Internet Connection Sharing, then go to my XBox (the XBox is connected to my network card in my pc).
Once you've got the initial hardware setup (connecting to pc, etc) then it's easy to get on.
http://www.xbox.com/live - all the details there

I have XIII for the PC, it's pretty fun