Yes, defininetly start with stage three. I'm not that bad a in a Linux environment, and I found the install from stage one to be difficult. Also, after the install, there were many errors every time I booted up. And finally, installing from stage one takes
hours, even on a brand-new top of the line machine. (Trust me, it was a long wait for my computer...

)
But, there is a newer version out, so maybe things will go better for you.
