these provide an onscreen guide on what to do and if you follow them correctly you will be good to go first time
EDIT:
if you have 10.5.6 update for leopard installed pay attention to this:
Fixing DFU mode on 10.5.6
As noted previously OS X 10.5.6 introduced a bug that affected the use of DFU mode. with some Macs. There have been previously published hacks and techniques to fix this, but here is another method that can be used to temporarily restore DFU functionality in order to use QuickPwn or PwnageTool.
You will need an account with ADC (Apple Developer Connection) this is free and takes a few minutes to sign up, you should read the terms and conditions carefully and you should only sign up if you are thinking of developing applications in the future - http://developer.apple.com/mac/
Unplug non-vital USB equipment, such as external DVD writers, USB scanners, USB mass storage devices, at the most leave a Keyboard and Mouse connected.
Install IOUSBFamily-315.4.1.pkg from within the disk image
Reboot your system!
Perform necessary DFU activity with QuickPwn or PwnageTool.