There are a couple of ways to purge, and as Bryan notes none of them really get all of the O2 out but that's not an issue for everyone.
Easiest: Fill the keg from your fermenter, seal the keg, pressurize, pull the PRV to release the gas, repeat as many times as you like (at least 3, but see above re: residual O2)
Most involved: Fill the keg to the very top with sanitizer (starsan), seal the keg, push out the sanitizer (into a bucket or another keg) with CO2, fill keg with beer (while sealed, so you'd be doing a pressurized transfer), pressurize to your desired level.
Most advanced: spund. I can't tell you about this, but search the forum if you're interested. There are a limited number of people who go this far.
I think as a newbie kegger it's best to start easy, but the pressurized transfer also ain't that hard.