The wonderful Richard Eisenbeis over at Kotaku.com has created a guide for all of those fans of the PSO series who just plainly don't have the patience to wait for the US release of the game. He has a well detailed guide on downloading, setting up, and starting PSO2 for the PC. Check it out:
Keep in mind that when the US release hits our shores, we will not share servers with the Japan. I doubt they will let you take a character from one server to another, so keep that in your mind when playing.
For more information and guides, check out the Phantasy Star Fan Blog. With both of these resources you should be able to get started in no time at all! See you all in-game!