If you are using a Windows, MikTeX is a free TeX environment for Windows.
LaTeX comes pre-packaged on most of the Linux distribution CDs. All you have to do is to install it, if it is not installed by default.
A template report is available here. The following steps (i.e. command-line commands) produce a PDF report.
At this stage, you would have a report.pdf file.
The report template available in report.zip contains several files. The file report.tex is the top level document of a template report (this file includes other TeX files such as chapter1.tex, abstract.tex, and so on). There is also a file presentation.tex which is a template for preparing transparencies in LaTeX.
Not So Short Introduction To LaTeX 2e is a good free book on LaTeX. The LaTeX command summary is a handy reference.