For Mac OS X users, I suggest MacTeX.
Click on the "MacTeX.mpkg.zip" link, download the file to your machine and run it. (You
will need to unzip it first.)
For Windows users, I suggest proTeXt. This is a superset of MiKTeX but easier to install.
For Linux users, most Linux distributions come with TeX; otherwise I recommend TeX Live.
The Not so short introduction to LaTeX is a very handy reference.
It's worth reading Chapters 1.1-1.4 and then reading the first couple of pages of Chapter 2.
All of the math symbols we'll need are in Chapter 3.Once you have LaTeX installed on your machine, open up TeXShop (Mac), TeXWorks
(Windows), or your favorite Linux text editor. Download the following
sample tex file and try to compile it: Sample File.
(In TeXShop and TeXworks, look under the menu option "Typeset" and click on LaTeX.)