GUIMiner is for mining only you need a separate program for sending and receiving bitcoins. You can find the standard client at bitcoin.org
Once you install the client it will take a while to download the block chain (transaction history) from other users once that is done you can start sending bitcoins. You will be able to receive bitcoins as soon as you have an address but you won't be able to see them in the software till you finish downloading the block chain. ATM the block chain is 128592 blocks long. This is displayed in the bottom right of the software.
I actually had bitcoin client running for more than 12000 blocks, I just copied my address to clipboard and pasted it on deepbit, am I done or is there anything else I should know?