You need two things to make the Raspberry PI work
You can locate an openelec linux with XMBC installed here http://openelec.thestateofme.com/ which Chris Swan has precompiled http://blog.thestateofme.com/
Download and unzip the latest version.
Next you need to download this tool
https://launchpad.net/win32-image-writer
Select the downloaded image file and press Write.
When this Write succesfull dialog is displayed the SD card is ready.
Next connect HDMI cabel to the Raspberry PI and insert the SD card. Finally connect the micro usb cabel inorder to boot.
This allowed me to boot into XMBC and use my Sony Remote to control XMBC.