If setting up your turntable frightens / confuses you, watch this video!
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[/media]It's almost 30 minutes, but it really is a complete, well-organized and comprehensive instructional video covering all the basics you'll need to set up your turntables. Normally these things suck, but this guy is on point and the video is clear and easy-to-follow.
Seriously, proper set up makes a world of difference in terms of getting the best possible sound from your records, and if you have no clue what overhang, tracking force or azimuth is, or how to do things like balance your tonearm, align your cartridge or adjust for the proper VTA, this video will help more than anyone on this board (including me) who tries to describe the process.