Setting a PayPal account is actually very easy.
Step 1: Go to www.paypal.com
Click on the blue Sign Up button on the top right hand corner.
Step 2: Choose the type of account that you would like to setup. A Personal account will do just fine and you can upgrade later if you want to.
Step 3: Fill in your details and click "next". It's quick and painless I promise.
Step 4: Enter the security code that you is presented to you.
Step 5: Choose the account type you will be using. Most usually use a Credit/Debit card. Depending on where you are, you could also choose to use your bank account if its available.
Step 6: Enter your Credit/Debit card details as required.
Step7: YOU'RE DONE!