Clipping in- It's definitely different than spin class.

[malaholic]

Hold the bars still and clip in one foot while the pedal is near the ground

...and when you do this, try *not* to do what I did the first time I tried clipless. I pushed down so hard to clip that first foot in, that I ended up tipping the whole bike over in that direction and me along with it! Man was I glad there was nobody there to see that one.