Hello, first, Joe Schmoe is right, there is no point downloading any SD images now. You should wait until you get your RasPi. A good reason to wait is that things are slowly getting fixed/made better. Right now one of the problems that we have is that the X Windowing graphics are done in software, so they are pretty slow. We have people working on offloading that to the graphics processor, so it will be much faster. I would recommend waiting to download an image until either (a) you get a RasPi, or (b) we get the X problem fixed.
Second, there are a load of instructions for downloading SD images at:
If you're using Windows, I suggest reading this:
Or, alternatively, just wait until you can buy preloaded SD cards from the Raspberry Pi shop, or RS or element14. I (I'm the education coordinator) will do my best to make sure they are available by the time the boards actually ship.