I went on otc and simply said that I'd like to buy ###btc in USD through paypal, but it was my first OTC transaction. Someone jumped in and said they were willing to offer to sell, and they'd help me get set up. Fortunately, I'd figured out the PGP process before then (which, like I said before, is tricky, and it's different per your OS)
If you let me know which OSs you guys use, I can try to track down some good information. Tutorials exist out there, they're just tucked away in nooks and crannies of tech sites and blogs
also, I see that td wants to help one of you out...this is how it should be done