Ok, so the most important piece to the Flex puzzle is an authoring tool.  There are actually multiple ways to build a Flex project, but I highly recommend using Flex Builder by Adobe.  It is based on the Eclipse framework and a trial version can be downloaded for free from Adobe Labs.  So, go download the trial and be sure to read all of the installation "what if's" and "how to's" on the download page before you install it.

Go here to get Flex Builder 3 Trial >>

Coming Soon: Getting Started with Flex 3, Pt 2: Hello World