I would like to chip in on this subject. I just got Latex up and running on my Windows PC.
The website Art of Problem Solving (I have no connection to them), has a Latex Guide which is great for getting the right software and installing it correctly.
The tutorial's advantage over others is that it tells you what software to get, where to get it, and what choices to make during installation. After that, it provides a quick, basic, introduction to Latex, which is also a good start.
It advises you to get MikTeX and TeXnicCenter. But after you've used TeXnicCenter for a short while, you will understand enough about LaTeX to replace it with eMacs, if you desire. I suggest this tutorial for very beginners at LaTeX, who aren't even sure what software to install.