Okay by now you should have your Raspberry Pi's SD Card inserted into its reader, a USB Mouse and Keyboard plugged into the two usb slots and your HDMI lead plugged into the Pi and your monitor of choice.

Only after all these things are done should you insert the Micro-USB power cable.

The Pi should now boot and if everything has gone to plan land you on a page similar to this. From here you can choose any of these operating systems to install. Obviously I have only discussed RaspBMC(XBMC) and Raspbian.

Just to give you a little background on the other OS' here is just a short summary of what they do best:

Archlinux

Essentially an alternative to Raspbian, though I would recommend that if you are new to Linux you stick to Raspbian.

OpenELEC

A good alternative to RaspBMC it is essentially the same though people seem to claim one is the faster than the other but there doesn't seem to be a general consensus on which one is better. I say stick to RaspBMC for now and you can try out OpenELEC later if you wish. You can't go wrong with either though.

Pidora

Fedora variant for Raspberry Pi, if you don't know what this means then you are probably best sticking with Raspbian.

RiscOS

A lot more minimal than any of the other OS' it can be a good way to learn programming though.

Now all you do after choosing your OS is click the 'Install OS' button then you can leave your Pi alone and go make a cup of tea whilst it installs.