We have a Getting Started guide on the dev center that has most of the information you need, but here's the quick overview, with a few late-breaking clarifications.
To get the sample applications running, you need:
A developer account
To get access to the system, you need a LiveID account, and a promo code. You get the promo code from us, and then the combination of the promo codek, the liveid account, and the email address will let you create an account.
So, how do you get the account?
There are registry keys that allow you to switch your machine between talking to the developer healthvault server and the real healthvault server.
As installed by the SDK, these keys are slightly out of whack, so before you do anything, go to:
\program files\Microsoft HealthVault\SDK\Tools
And run HVCC_Developer.reg
Try one of the samples
Fire up VS 2005, navigate to \program files\Microsoft HealthVault\SDK\Tools\dotnet\websamples\SleepJournal, and open SleepJournal.sln.
Hit F5, and if everything is working fine, you'll get to a login page from the microsofthealthbeta site, and then the sleepjournal app will show up.
If you have any problems, you can get help on the forum, or if that doesn't work, use the contact form on this blog.