Open Mail and do the following:
- Set a new account (+) (in prefs on Mail.app).
- Set the new account to use IMAP (this is important).
- Set the incoming mail server: imap.mail.me.com.
- Set the outgoing mail server: p04-smtp.mail.me.com.
- Set the user name: yourname@me.com.
- Use the password associated with your AppleID.
- Turn SSL on (port 993).
[crarko adds: I haven't tested this one, but it seems pretty straightforward. It sounds like you may have to try alternate server addresses. There is some more information to be found here, as well as this previous hint about setting up iCal in 10.6 for iCloud.]

