My class is off and running with Lego Robotics.  We are using the RCX version of Lego right now.  I have 22 kids this year in my class and I have split them up into 7 groups total.  
I started by showing the kids the various parts of the kits and their names.  I explained the differences between plates, bricks, and beams.  I also showed them how the everything is labeled for example 1x2, 1x6, 1x16 and so forth.  
In another session, the groups worked on building their Tankbots.  Most groups finished fairly quickly.  I had to go back and show some groups how to tighten some bushings so that the axles would not slip and fall off. 
In the next session, I showed the groups how the Robolab program works.  We talked about the various toolbars that they would need to program their Tankbots.  The groups also received sheets with the Robolab icons and explanations on it.  I think the hardest part of getting the robotics going was making sure that the IR towers were connected properly and working.  That took a lot of time.
Now it was time to get started with the robotics challenges.  The groups were given a sheet of 10 challenges to complete.  The challenges start off easy and move to a little more complex each time.  Up to this point I have about 5 out of the 7 groups on at least the 7th challenge.