Tips for starting rice cereal?

My baby will be four months in a week, and my doctor has recommended that I begin rice cereal at that point (he recommended giving it to her with a spoon, not in a bottle, because I don't bottle feed her!). I had not intended to begin so early, but she feeds all day long, and isn't gaining much weight, and the doctor recommended it! She's not malnourished, just a little skinny! Anyways, I intend on at least attempting to follow my doc's advice! Can you give me any tips on how to begin? What should I expect the first couple times? Thanks!