Step 1: Install Raspbian OS into the SD Memory Card

Step 1: Install Raspbian Jessie Linux on the Raspberry Pi

1. Download the OS image
   https://www.raspberrypi.org/downloads/raspbian/
2. Connect/Insert the MicroSD card into your computer and write the image file
   https://www.raspberrypi.org/documentation/installation/installing-images/mac.md

On my MacBook the steps were.. 
   cd ~
   cd Downloads/
   sudo dd bs=1m if=2016-05-27-raspbian-jessie.img of=/dev/disk2

*Note:   It takes a little while to write the whole ~4GB of data, it took 20 minutes on my Macbook Pro Retina with the internal SD Card Reader, and a SanDisk Ultra Plus MicroSDXC1 Class U1 64GB memory card)

Next Step: Step 2: Configure Raspbian OS on the Raspberry Pi