• You should have charged the iPhone 3G and inserted your SIM card
• Connect the USB dock connector cable into the bottom of the iPhone 3G
• Download and install iTunes onto your PC or Mac
• Launch iTunes and then plug your iPhone 3G into your computer
• You'll most likely be asked to install a carrier update and possibly a software update (discussed elsewhere)

The process the register and activate your phone looks similar to the following...

iTunes will welcome you and allow you to start the process

The License Agreement will be shown

You can create an Apple ID here or use the ID that you have already

Provide your registration details

You will then be asked if you want to sign up to a free trial of MobileMe

You then need to indicate what you want to call your phone (as it will be listed in iTunes) and also set up what you want to sync

And you're done. You can now do things such as update software