Okay guys, I think this is probably the most important first step you can do on the Pi, so sorry for the delayed how-to. Hope it's useful - all the info is from the eLinux.org site. There's some pretty good tips there on setting up your Pi, but changing your password should be easy. Just open the terminal program and type:
You'll be prompted for your original password (raspbian if you're running Raspbian as your OS). Then you'll be asked for your new password - make sure it's something you'll remember. Enter it once more. You're done. Your Raspberry Pi is now a lot more secure - and you only had to type five words.