Try this:-
http://users.powernet.co.uk/guitars/setuptut.htm
You will also need a 'marginless' ruler that measures down to 1/32 inch (a ruler that has measurements that starts immediately, available from any good hardware store or guitar shop, or saw off the margin off a plastic one), a digital tuner that also picks up harmonic notes (should be any one!)
'Setting up' is very easy but you need to have patience! Work from the bottom E down and remember that every time you alter one string, it affect the others due to tension alteration.