After charging up the handheld overnight, just plug the base station into your PC's USB port, plop the CD in the drive and you'll be up and messaging in a matter of minutes.
This leads us to why the base doesn't conveniently plug into the Xbox 360 for power like the A50 -- that's because it serves as a charger for the Warhead's two 3.7V 1, 800mAh batteries.