ORIGINAL: Rory/MO
Start close, get your top pin dialed in first. Remember to "follow" the arrow with your pin. Also before that, make sure your bow is properly tuned.
+1, start at 10yds or so, eyeball everything to make sure it looks "in-line," and shoot a little, "Chase/follow the arrow," meaning if you're hitting HIGH, Move the pin UP, and hitting LEFT, move the pin LEFT. Once you get a pin sighted in, I'd recommend moving back to 20yds or so and re-zeroing that pin, you should only have to move it down a little, then try a walk-back tune, and a BH tune. Try this link for BH tuning instructions, it's probably the best step by step instruction I could find for someone.....
http://www.archerytalk.com/vb/showthread.php?t=539460