First you have to setup a Paypal account, just like you would set up any other normal account (name, user name, password, etc). You then have to establish a bank account that you would like to have your pay/money electronically credited to.
Once you have provided Paypal with the routing and account number of your bank/account, the final step that you will have to take is to verify that you are indeed the owner of that account. They call this the verification process.
Paypal will then credit your account usually with two payments of a couple of cents. You will then have to check your bank account and correctly tell Paypal how much these two deposits were... and that's it! Now you will be able to have money sent to your account automatically.