Well, take heart... color calibration is one of the more finicky and deceptively complex things to do. The first few times you do it, it will seem confusing and probably turn out incorrect.
Some things to keep in mind. LCD's done deal the same way as CRT's do. They don't really have the same ability to shift white points as CRT's so you are really just balancing the color and not so much of the luminocity.
CRT's need to warm up for at least 30 minutes before you start the process or the settings will be wrong.
Make sure you don't have a crazy desktop pattern. I like to set mine to solid 50% grey and change my windows to the same so that they don't influence my color perception.
Make sure the lighting in the room is how you normally work. If you don't have that light on usually, turn it off. If you usually work at night with only a scented candle... calibrate under those circumstances. Bear in mind that if you are working like that, you might want to consider changing your work habits as a lack or overabundance of light can adversely effect your color perception anyway. 
If you have a specific color profile for your monitor, make sure it's loaded and that you are using those phosphers as a starting point in Adobe Gamma (or whatever color calibrator you use).
Don't be afraid to recalibrate. Just rename your profiles with something that you'll remember. Since you should recalibrate frequently (every 3-6 months for a new monitor, more often for an older one) I like to use a date system. I list the method and date of calibration. So Adobe Gamma calibrated on February 10th would be AG 02.10.03 while color sync calibrated becomes CS 02.10.03.
Make sure you change the color settings in your software to match. You can color calibrate until pigs fly, but if you don't tell Photoshop to use those settings, it's useless. Go into your color settings in Photoshop and tell it that it needs to use the correct profiles for color.
If you are using the "expert" or "advanced" mode in your color calibrator, quit it. Until you really learn how things become effected by the calibration, stick with the step by step method.
That's about all I can think of right off... aside from maybe having someone who knows the ropes walk you through it once or twice. I spent a whole day on color calibration in my Photoshop class making sure my students could at least walk through the process and get some noticable results out of it.
I hope that helps some. [confused]
