The tutorial at
http://java.sun.com/docs/books/tutorial/rmi/index.html is perfectly nice. You're pretty much all the way there except for the necessary security policy stuff, which is covered under the last page of this tutorial "Running the Example Programs." What you'll need to do is create a java.policy file, as directed, and install it properly.
A shortcut (note that you shouldn't do this in production, but if you just want to get things running quickly, and then go back and deal with security later!) is to comment out the lines that set the RMISecturityManager. If you were to comment out those two lines, recompile and re-rmic your classes, you'd find that your program should work fine!