@balloon:
Look on your device for an icon that looks like a grid of blocks. Click that icon, and it will show you a list of all the programs you have. Launch aCCleaner, and clear the cache and data from all applications. Then reboot, and try to go into the Market again (once you have established your Wifi connection). It should work then. The important thing to remember the first time you try the Market is that your cache and data files need to be clear, and your Wifi needs to be on.
Let me know how you make out.