1. Allow a lot of time - it took me about 5 hours. These things are a lot more complicated than the basic hub approach (turn on power, plug in network cables). They're actually a lot more like an ADSL router, i.e. you have to specify network settings and make sure that traffic is going back and forth between both sides of it (i.e. the local PCs and the upstream network devices).
2. Don't use DHCP until you've got everything working with a static IP address - this at least means that you can get back into the configuration screen. Similarly, renew the leases on any local PCs, if they're likely to expire soon (if you forget, switch to manual addresses as a temporary hack).
3. If you're connecting multiple devices together, start out with all of them in the same room. Ideally, have a working (independent) networked PC in that room too, to save dashing up and down stairs every time you want to check something.
4. Get the (free!) Network Assistant software from the Cisco website - the built-in web management just doesn't have the advanced functionality that you may need.
5. If your upstream network device is a simple switch rather than a layer 3 routing device, don't configure the uplink port to say "switch"; say that it's an "access point" instead. Once you've done that, you can actually get IP traffic across the boundary.