With a JDK of version 5, aka 1.5 or better, you're good to go with annotations. Just download the Hibernate Core module and the Hibernate annotations module from hibernate.org, and you'll be up and running in no time.
Annotations do eliminate the need for the mapping files, which in my opinion, makes persistence modelling easier and more natural.
Please take a look at this Hibernate3 tutorial that demonstrates how to get up and running with Hibernate and JPA annotations. It's pretty thorough.
Setting up a Hibernate Environment for Data Persistence with Java Don't struggle too much. When you've got another question, or you're having a problem, post to the ranch.
-Cameron McKenzie