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I completely agree with Katylied, Linn streamers are very easy to set up. If you search the Linn Docs section of their website, you can find what you need to get you started. And for further help, the Linn forum is a great source of knowledge.
Here is how I personally proceeded: I bought a NAS with a mediaserver embedded. Plugged it in my Router. Ripped all my CD's with Dbpoweramp (this is fairly long...). When I got my streamer, I unboxed it, plugged the ethernet cable, the interconnects, the power cable and 10 minutes later music was playing.
I am sure that depending on where you are located, you can find a Linn user to help you if you buy him a beer or a glass of wine... :)