Got the Bitcoin Wallet. How do I transfer money into it? I've got active connections &amp; there are blocks downloaded but I don't know what to do next. Presumably I need to transfer some money in there so I can buy bitcoins. But how?

Any suggestions gratefully relieved. 
Thanks.
It is not possible to buy bitcoins from inside the client. What you need to do is this:


Find someone that you can buy bitcoins from. One way is to use an exchange, such as Mt.Gox, that let's you deposit USD (or some other currency) and then buy bitcoins.
In the Bitcoin client (assuming you use the original client from bitcoin.org), get a Bitcoin address from the "Receive coins" tab ("New address..."). Using a new address for each transfer will increase your anonymity.
Transfer the bitcoins you bought to your new Bitcoin address. If you use Mt.Gox you would use the "withdraw" option. The bitcoins will then show up in your client.