Step 3: Sanitize EVERYTHING!
Cleanliness is possibly the most important part of brewing a beer. It's easy for a wild strain of yeast (or some really nasty bacteria) to infect your beer and make it gross, or possibly even explode your bottles! I wasn't thorough enough when I was kegging this batch, and one of my mini-kegs burst!
So, mix up a batch of sanitizing solution in your bucket and soak everything in it. Pump it through the siphon. Pour it into the carboy and shake it around, let it soak for a while (there should be specific instructions on the bottle of sanitizer).
I prefer starsan foaming sanitizer, as you don't have to be as thorough about washing it out of everything--the residue conveniently degrades into a type of sugar that the yeast will consume.