BWF is right, read this article: Saltwater Filtration 101, How it Differs from Freshwater
You will be going in this order:
1) set up tank. Add water, sand and salt. Your specific gravity should be 1.025 and you should have about 4-6" of depth for your sandbed. This will provide you with proper denitrification. Add any Dry or Live Rock you have at this time. You will probably need about 30-40 lbs of rock. If you haven't bought rock yet, try Marco Rocks
. A lot of hobbyists here have used them with continued success.
2) The cycle will be almost nonexistant with the live sand. You will test for Nitrites, Ammonia and Nitrates. Trites and Ammonia will start to decline, and you will see a diatom bloom. This will look like a rust colored algae that will cover your rocks and sand. You should start testing for Alkalinity and Calcium at this point, and your Alk should read 8-12 dKH and your Calcium should read 400-450 ppm.
3) You will see the presence of microfauna on the glass and sand, like copepods and amphipods. The copepods look like little white ticks on the glass, you will have to look real hard to see them, and the amphipods look like little shrimp (they are primarily out at night).
At this point (this might take a month), you will be ready to Quarantine your first fish. After a good 3 week quarantine, add the fish to the display. You will start to see pruple algae growing on the rocks and glass. This is a sign of tank stability.
Hope this helps! Do you have any plans for stocking?