BACneteers:
Here are two quick & easy ways to get up and running with Drupal. However, before installing any Drupal files, I'd recommend review of the Drupal Learning Curve (http://buytaert.net/drupal-learning-curve) written by Drupal's founder for a quick review of the ride ahead!
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Acquia Drupal (http://acquia.com/downloads) is a free, packaged Drupal distribution that provides a quick on-ramp to begin building Drupal websites. Acquia-Drupal has Stack installers for Windows, Mac OS X, Ubuntu/Debian, and Microsoft Web Platform Installer. Packages for full installs and upgrades are available. Its especially nice when you are new because with it you get many additional modules that can take forever to find when climbing the learning curve. With this approach you get Drupal and many favorite modules installed in less than 5 minutes. Later you'll appreciate multi-site creation and management using the AD-Control Panel.
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Lullabot has a great Drupal (12 minute) video classic (http://www.lullabot.com/node/315/play) on installing Drupal Core. Then additional modules can be downloaded and installed from http://drupal.org/project/modules.
I should also mention the extensive son-line tutorial available through www.lynda.com. This is a pay for use site - however many Universities (like Penn State in my case) - provide free access for employees.