firstly, Welcome to the boards! It's a great thing you're here first!
Secondly, it takes a lot to set up a tank, so there's a lot to tell you. The best advice i can give you is to purchase a book called "the conscientious marine aquarist" by Robert Fenner. This is like the bible of the saltwater hobby. It'll tell you everything you need to know about setting up and maintaining your tank.
You need to have a lot of patience, because it can take up to 2 months before your tank will be ready for fish (or even possibly longer... it can also be much shorter). Your tank must first go through a process called the nitrogen cycle, aka the cycle (forgive me if you already know this b/c of your freshwater fish, but i don't know how freshwater works...). The point of the cycle is to build up a colony of aerobic bacteria that will process ammonia (fish waste, leftover food are examples of ammonia in an aquarium). into nitrites, and then nitrites into nitrates. Ammonia and nitrites are very toxic to fish, and nitrates aren't so toxic (although it can be in high concentrations).
There is so much more involved, i don't even know where to begin. Here's a couple of big DON'TS:
Do NOT clean your tank with windex or any other such cleaning solution... one drop in your tank could kill everything in it!
Do NOT use crushed coral or an undergravel filter... these will cause high nitrate problems and are more hassle than they're worth
Do NOT purchase a fish you have not researched!!! So no impulse buying at the fish store! Saltwater fish are very picky, and a lot of species will not get along with other species. Also, some commonly sold fish are very hard to care for, especially for a beginner.
That's all i can think of right now. Good Luck!!!