Some other items you will also need a good hydrometer to check your specific gravity (salinity), and a ground probe to remove any stray electric current. You might also want to consider a heater to help control the temperature.
Once you have everything, it's time for the fun to begin. Start by setting the tank exactly where you want it, making sure it is level in all directions, and there is sufficient clearance between the back and the wall for tubes, wires, and apparatus.
Next, put all the sand in the tank. For the water, the best way to fill the aquarium is to get seeded water from someone else's established aquarium. (Aquarium stores will often be happy to supply some seeded water from their systems.) Once the tank is full, wait 15 minutes for the water to settle, and plug everything in. Keep an eye on the skimmer, because it will probably go into overdrive temporarily. Leave the tank alone for 2 weeks then check your levels-- if set up right, it should finish its initial cycle in 2-4 weeks.
Last thing to do is start adding coral and fish. Be patient, take it slow, and have fun!