I set up my Pal Pal account some time ago so don't remember the details, but it is easy. Pay Pal is very user friendly. I'm not particularly tech-savvy and have little patience for technological issues, but I've never had a problem with Pay Pal.
You start by going to paypal.com and click on 'sign up'. Then you'll be directed through the process of setting your account up - i.e. entering the bank account that you want funds from Pay Pal transferred to. It's really easy to withdraw funds, there is a 'withdraw funds' button on the main screen and once you've registered your bank account, the process takes less than a minute.
Also, Pay Pal is linked through email. So if you have multiple emails, choose the address most convenient for recieving Pay Pal notifications.
You get an email confirmation for every Pay Pal transaction you do, which is handy.