It might sound a little intimidating, but once you have the basics down, it goes 5,000 times faster than bottling (and your back will thank you later on!):
1) Clean & sanitize the keg lid & transfer equipment, and make sure the keg is pressure ready (i.e. does it seal correctly & hold CO2?).
2) Clean the keg by filling it 1/2 way with PBW & water, seal the lid, shake to your hearts' content, empty. Repeat the same process with sanitizer, but attach your CO2 & beer lines and pump some of the sanitizer solution through the dispenser. That way, you're ensuring that nothing nasty will be waiting in your beer line to sabotage your brew.
3) Fill the keg by holding the line from your primary against the inside wall of the keg (in other words, avoid splashing or any movement that might mix oxygen with the beer).
4) Seal the lid & set it at the correct PSI. (
Here's a handy guide for figuring that out.)
5) Wait a day or two, and pop the pressure release valve a few times to release any oxygen left over in the keg. (O2 is lighter than CO2, so it gets pushed to the top of the keg when pressurized.)
6) Wait a week or 2.
7) Set your regulator at serving PSI, and enjoy.
Edit: Remember to pour out the first 1/2 to 3/4 glass of brew when all is said and done. A 50/50 mix of beer & sanitizer does not make for a happy stomach.