This summer, I took a class at Webs in order to learn how to weave on the rigid heddle loom I acquired via Craigslist. The class was incredible, and I recommend it if you live nearby. The trickiest part of weaving on a rhl is warping the loom, but once you've got the process down, well, spit, spat, it's done like that! (Why, yes, I do secretly long to be Mary Poppins.)
I'll do my best to explain the process and to provide some resources that might help you as well.
Before you begin, you'll need to do some project planning. Make sure you've marked the center of your heddle, and you might want to also mark each inch from either side of the center. This will help you to achieve the correct width for your project. How long do you estimate you'd like the finished product? Add 10% to that number, and then add an additional 20" for loom waste. If you want fringe, add that length to your number. So, if you want a 60 inch scarf, your equation will look like this: 60+6 (10%)+ 20+ 8 (fringe)=94". Clamp your warping peg 94" from your back beam.
Make your life easy; if you aren't using yarn that is on a cone, wind the yarn into a center-pull ball, which you might like to place in a coffee can on the ground (I used a box originally, but I've converted to coffee cans, which is what I always saw in use at Village Wools.)
Take a look at your heddle. You'll see slots and holes (oh, I should get some hits from that. Minds out of the gutter, people.). You'll first go through the slots. We'll deal with the holes later. With your peg in position, tie the yarn on to the back apron rod. So, from the back, using your hook (if you're Dave, your hook is amazing), pull the yarn through the slot at your starting point; you'll work across to the other end, the width that you want the project.
Go back to the apron rod, reach from under it, and pull the yarn through. Drop over the peg. Go through all of the slots needed to reach your width. Every other time you go around the apron rod, you'll come from under it.
Next, you'll use paper (butcher paper or paper bags that you've cut open work well) under the fiber as you wind onto the back beam.
The paper helps to keep an even surface for the yarn to come across, enabling you to keep good tension--the key to a successful warp. Pull on the warp threads as needed to make even, and turn the back beam so the threads wrap around it. As the threads start to wind around each other, make sure to insert the paper between them, snapping and shaking warp threads to keep that tension even. If you need to add more paper, allow it to overlap a bit. Keep winding on (tugging and pulling gently each time you turn that beam) until the front end of your warp threads reach the front bar.
Now comes the part I like the best in warping. Sit with the loom resting in your lap, braced against a table. Turn on a good podcast. Untie the knot and, moving from the left side to the right, put the heddle hook through the hole to the right of the slot and pull one of the two slot threads through the hole.
Once all of the threads are through, do a quick double check to make sure every other thread is through a slot/hole. When you're all set, grab bundles of 10 (or whatever your epi is) and tie loosely.
Starting in the center and working out (one to the left, one to the right) split the bundle in half. Drop the ends around the apron bar. Pull up around to the sides (left and right), and tie over the top. Click to make that picture larger and get a better sense of what I mean.
After completing this task, return to the center bundle and pull up on the knot (see picture) to tighten up the warp threads. Continue until you're satisfied with your tension, then tie the ends in nice little bows.
You're ready to weave! Schacht has a fantastic website with more about warping on it, and Weavezine is a great resource, too. I'd keep my eyes peeled to see what Dave is up to as well. He's had his loom for, like, five minutes and is already producing fantastic material. He's persuaded me to move on past a rhl...but I need to figure out some space issues before I undertake finding the right floor loom for me!
I hope this helps you to warp with confidence. As I wrote before, after you warp once, it's easy peasy! Let me know if you have any problems, and I'll do my best to clarify my instructions.