If you are new to LaTeX, then you need to get a book. The very short book (80 pages) "Learning LaTeX " by D. F. Griffiths and D. J. Higham and published by SIAM (ISBN 0-89871-383-8 (pbk.)), is an inexpensive, no-nonsense introduction that covers all the essentials.
The also very short book (130 pages) "First Steps in LaTeX" by George Grätzer (Birkhäuser and Springer Verlag, ISBN 0-8176-4132-7) is especially useful for an author who knows some TeX but who has been asked to reformat an accepted paper into LaTeX. The description of the AMS article class is quite comprehensive and the chapter on "An AMS article" applies in full to the HJM classfile.

HJM  uses for its production a couple of regular PCs and software running under Windows. All document files are saved and backed up on the departmental system that runs under the Linux operating system.

For TeX, we  now use  of WinEdt as editor together with  MikTeX for LaTeX.
WinEdt is shareware, $40, and is an ASCII-editor specifically designed for LaTeX. MikTeX is freeware. Like other LaTeX implementations, MikTeX allows for seamless PDF compilation. MikTeX is especially flexible when it comes to handling graphics. For MikTeX synchronization between dvi (called yap) and WinEdt is quite good, even for files that contain graphics. PCTeX has been around for a long time. It is what I would call a highly "civilized" implementation of LaTeX. Editor and TeX compiler are seamlessly integrated. Installation is a breeze. No guru needed to get everything working. The program is very inexpensive, the academic sale price for the professional version is only$79. To get the most out of the program, I recommend watching the Video which explains some of the many "convenience" features of the program. I also recommend  their book: LaTeX  Quick Start. It offers useful tips for beginners of LaTeX using PCTeX.

If you are using SW then you cannot compile the examples or the HJM template. But you can export into LaTeX, and in most cases we had no problems whatsoever.

Some Questions you might have:

Q: Can I use my own macros?
A: You can use as many macros as you like. But you should make sure that everything compiles according to our HJM classfile. Chances are, that there will be no problems. However, please, do not use macros in the title, abstract and references. These items are subject to copy and paste by us and other organizations, and if macros have been used, they don't compile.

Q: What do you think is the most common LaTeX error ?
A: To put an extra line above a displayed math expression. It causes the expression to sag.

Q: What is a most useful trick in amsart, only few authors know about ?
A: I think it's \begin{proof}[Proof of ....]............\end{proof}. If you don't know it, try it out.

Q: Math Journals are asking for properly prepared articles using standard LaTeX. What do they mean with "proper" and what is "standard"?
A: A properly prepared LaTeX article must take into account that LaTeX is a text processor that is based on a logical design. Instead of typing something like \centerline{\textsc{1. Introduction}}, you must declare your introduction as a new section and type \section{Introduction}. Only then LaTeX knows that you have started a new section and the header 1. Introduction will never be the last line of a page, for example. Also paragraphs have to be declared as theorems, lemmas, proofs etc. according to declarations like \begin{theorem }....\end{theorem} etc. Enumeration and spacing then will be determined automatically, and everything will print according to a chosen printstyle.
The list of references should be prepared according to the \ thebibliography environment.
For graphics inclusion you must include something like \usepackage{graphicx} in your preamble and use the \includegraphics {...} command.
Standard LaTeX is LaTeX 2e with files that are contained in the regular distribution.

Q: My system allows me to use different fonts. What font should I use?
A: We tried out some of the more recent fonts, e.g., Times Roman for math. It turned out that most people found these newer fonts better looking and crisper, but cmr easier to read. Thus we stick with cmr which should be available on most systems. Of course, you need this information only if you wish to have full control over the final appearance of your paper.

Q: I am a SW user and I don't have access to standard LaTeX. What should I do?
A: You should read (and follow!) the instruction book "Getting Started with Scientific Word and Scientific WorkPlace" that comes with SW/SWP.  Then send us your LaTeX export file.