Hey, the fastest and easier way to get some bitcoins would be getting them with paypal on virwox.com exchange. You don't have to create a SecondLife account for that only a username and password on the exchange site and buy linden dollars first and the exchange to bitcoins. The fees are not to high but can't be ignored, they accept paypal though which is a bit risky from a bitcoin seller point of view.
In the long run you should try making wire transfers to an exchange that gives you the lowest fees and fast deposits, mtgox or tradehill atm. I use tradehill for sepa zone and don't pay fees at all.
Transferring bicoins to you wallet it's easier than buying. Start the bitcoin client and copy the address you see in the main window and then paste it on the withdraw page of the exchange. Hit withdraw and wait for it to appear in your client. I guess you already read the wiki
and found out that you have to wait for the blockchain to download completely before using it. See this page
for the actual number of blocks your client should download and display in the bottom right corner.
You can search this forum if you want to find out more specific info on your issues or join #bitcoin
channel on FreeNode