allow me to chime in and add a slightly different take on the situation. most importantly, DO NOT BUY the shoes or pedals online!! i wont start a support your lbs rant, but suffice to say that the cleats must be percisely to avoid any possibility of knee strain. a shop shoud not just slap on the cleats; they ought to mark your metatarcial (sp?) and watch the way you walk, adjusting both the fore and aft placement, as well as the angle of the cleats.
one thing to avoid when learning to pedal in circles is to realize that you are trying to get rid of the squarish motion of pedalling wherein one pushes at the top of the stroke, alternating force with each leg. instead, you should always be pushing and "pulling" with both legs. in reality, the motion of "pulling" up on the pedals resembles a motion you would undertake if you were trying to scrape gum off the bottom of your shoe. btw, this action will work your hamstrings, getting rid of teh muscle imbalance - or at least lessening - prevelent with most cyclists.
be sure to adjust your seat height after the new pedals/shoes. assuming your seat height is correct to begin with, you will need to raise your saddle 5mm for an average set up. correct saddle height is important, so i would bring the bike with you when you get the shoes.