I had to have my mother help me with this one! I was a little nervous at first, but Ryder loved it!
We warmed up the house with the wood stove, filled the baby tub, and slowly introduced him to the water (feet first). He loved it! We had to keep pouring water over his body so he wouldn't get cold. I used Weleda Baby Calendula Shampoo & Body Wash ( http://usa.weleda.com/ ). I highly recommend this brand. Your baby smells amazing afterwards and you don't have to worry about extra chemicals entering his/her skin.
The bathtub that we have is amazing ( http://www.primobaby.com/bathing_03.htm. ) Very easy to keep an infant upright. I didn't let go of him at all, but if I had to, the tub was designed to hold an infant. I felt very confident using this tub. As a first time mom, it is very important to feel confident.