Connect
Using Putty
Download putty from here.
Open it up and click the redbrick button.
Type in your username.
If you make a mistake typing in your username while using SSH (ie when you click the big "Redbrick" button to log in) you'll have to restart as you can't go back to edit it.
Type your password (note, nothing appears when your doing this. That's delibrate. It's a unix thing).
When you're logged in, type help.
Or if you want to dive right in, type chat.
See Also
PuTTY Manual - A more indepth tutorial on how to use PuTTY