Ipod touch help? just got it?

alright well i just got it and wen i took it out the box and turned it on it shows like an itunes thing with a cd and a music note on top of it and the a picture of the charger thing.. it says that i have to download itunes to set it up.. and i did that but i dont kow how to do it..:'( like i have to download itunes to set it up.. and i have it connected to the computer but its not showing me those small squares ur supposed to c i think they r apps? idk.. what to do.. help!