If you are trying out Guided Meditation for the first time, the best advice I can give is to be comfortable.

Download your meditation track to your iPod, burn it to disk, or just watch it on your computer.  All you need to do is grab a set of earphones, find a confortable place to site or lay, make sure you won't get interupted and dim your lights.

Make sure to not make any judgements before you start.  Just relax.  If you think the whole time that it'll be boring, then you'll make it boring.

Then just sit back and listen to the words or sounds and get lost in your guided meditation.