Here is the directions from the pattern I bought and downloaded from Ravelry:
Cast On: With length of waste yarn and crochet hook, chain
4 stitches. Using knitting needle and your shawl yarn, pick up
and knit 2 stitches in the bumps at the back of the 2 middle
Garter tab: Knit 7 rows in garter stitch (knitting every row).
At the end of the 7th row, do not turn. Instead, rotate work 90
degrees, pick up and knit 3 stitches in each of the garter
bumps, then release the 2 stitches held by the waste yarn and
knit both stitches. [7 stitches now on the needles]
Setup row (RS): Knit 2, M1L, knit 1, MlR, place marker for
center spine stitch, knit 1, M1L, knit 1, M1R, knit 2.
Next row (WS): Knit 2, purl to last 2 stitches, knit 2.
[11 stitches on the needles]
After that it starts on the actual body of the shawl. The biggest problem I'm having is understanding the "cast on" and also I guess I'm not clear what "set up" is.
Thanks for your help.