How to start?
Download the binary distribution of cruisecontrol and unpack it to a temporary folder. Now run the template.bat or template.sh with the directory-path as parameter where you want your environment to be placed. ( 
These files are not included into the binary dist yet, but here install.tgz. Extract these files to the directory containing cruisecontrol.sh.)
This would create a structure of directories that you can use to configure and running your projects in. You can also easily upgrade your Cruisecontrol-Distribution by running the template-script from the new distribution because this script takes care of your existing files.
Start it up
To see if it is working, go to the cruisecontrol-directory in your directory (in this example /opt/mycc/cruisecontrol) and start the cruisecontrol.sh. You should see now the same happening as if you just start the binary distribution. The difference is the directory structure and the config, that won't be touched if changing the dist. To see how cruisecontrol supports you try the 2-Minute-Tutorial in which we will set up an environment that you can use to get used the working process of cruisecontrol on an example.
Ok, if you like you can proceed with the TwoMinuteTutorial.
For other newbies like myself using Windows 2000 ...
This didn't work too well for me. I ended up using the windows executable CruiseControl-2.6.1.exe. I installed it in C:\CruiseControl. I also had to get Java and Subversion installed; I used java_ee_sdk-5_02-windows.exe and svn-1.4.3-setup.exe. You will need Java with some web type beans (not sure), but I needed it for cruisecontrol.bat to run. Cruisecontrol.bat starts cruisecontrol. It starts up the webserver, where I could use my web browser and see cruisecontrol running at http://localhost:8080. This should get you through the one minute tutorial.