First you need to setup the SD card on your rPi. On this little computer, the SD card is your hard drive. It needs an operating system so you can boot and run your rPI, and tell it what software to run to serve your site.
Check out the getting started guide here:http://www.raspberrypi.org/quick-start-guide
You'll be installing the latest "Raspbian" SD card image from here:http://www.raspberrypi.org/downloads
Follow the instructions to download the image and install it on your SD card.
Now, if you have a monitor, keyboard, and mouse that you can use to run your rPi, you're set. If you don't, it's ok - you can still set things up from the command line in what's called "headless" mode. To do that, you'll need to "SSH" into your rPi through the network connection shared by it and your computer. Here's a great tutorial that explain how to do that:http://www.penguintutor.com/linux/raspberrypi-headless
Do run the Pi setup script when prompted.
You'll want to change the default password! If you leave the username as 'pi' and the password as 'raspberry,' you will be pwned. Change it now to something strong - web servers are exposed to the big bad internets, so you'll want to be security conscious.