The Inferno is almost ready to use as soon as you receive it. Install the included batteries first (see below), and then you'll be ready to rock.
Twist the elastomeric rotary tailcap switch clockwise (as if tightening it) approximately 1/10th of a turn (or until it clicks) to turn the Inferno on.
O o, looks like I already broke mine. 
One of the LEDs doesn't work anymore. If I flick it, it blinks very briefly, then goes out again.
For the different modes, turn the tailcap switch until it clicks once or more, as follows:
1 click: Two standard-angle white LEDs
2 clicks: Two wide-angle white LEDs
3 clicks: Two medium-angle red LEDs
4 clicks: Two medium-angle red LEDs, blinking
5 clicks: One narrow-angle red LED
6 clicks: Four white LEDs (both wide-angle and narrow-angle)
7 clicks: Turns Inferno off
If you have the Inferno in a certain mode for more than about ten seconds, it will turn off with the next click of the rotary tailcap switch, regardless of what mode it was in beforehand. This allows you to turn the Inferno off without having to cycle through all of the modes beyond the one you're using.
This photograph shows the Inferno with the sleeve slid all the way to the bottom, allowing each LED stalk to be aimed wherever you need it. These stalks have a movement range of approximately 80° from their fully upright positions.
The Inferno comes with a generous lanyard that you can affix to it to hang the unit from a tree branch or around your neck. The lanyard easily fits through the hole in the tailcap for it. It isn't difficult to put on. No really, it isn't! 
It also has a springy, generously sized belt hook, so you can hook it to a belt, inside coat pocket, or similar location.
To change the batteries in your Inferno, first, be sure you have it in "flashlight" mode - that is, slide the sleeve all the way up until the LED stalks are completely covered.
Hold the sleeve (the wider part of the unit) with one hand, and grasp the barrel with the other, and give a counterclockwise twist of approximately 1/10th of a turn. It should then easily come off the sleeve portion. Set the sleeve aside.
Tip the barrel into your hand, and a black battery carriage should come out.
If necessary, remove and dispose of or recycle the three used AAA cells from this carriage. Insert three new AAA cells, orienting each cell so its flat-end (-) negative faces a spring for it in each compartment.
Once the carriage is full, insert it into the barrel, so the four pins face out. Turn it (rotate it) until it drops into the barrel.
Take the barrel, and find the "battery with arrow" graphic silkscreened onto it. Align this graphic with the metal belt clip on the sleeve, and rotate the barrel approximately 1/10th of a turn counterclockwise of that. The barrel and sleeve should now mate together. Turn the sleeve clockwise (as if screwing it in) until it stops, and there, you're finished.
Although this process does sound a bit tedious, it's considerably easier to do it in person than it is to describe the procedure on a web page.
The Inferno is advertised to run for 40 hours in steady-on mode, and "over 200 hours" on blinking mode.
Although the Inferno seems relatively sturdy, I already broke mine.
After several attempts at "flicking" the "bad" LED though, it started working properly again.
I don't know if I actually broke it, or just received a defective one. I guess the smack test will tell for sure.
Ok, I gave it the smack test. Ten smacks against a steel rod (five near the tailcap, and five on the bezel), and the bad LED went back out. But I pulled the sleeve down so the LED stalks were exposed, and smacked the bad LED a few times with a flashlight, and got it to come back on. So my Inferno once again works like it's supposed to.
There was no damage detected on the flashlight body itself, so at least I know the outer casing is durable.
Ehhhh, doodlebugs!!!
The bad LED is back out, and it doesn't even flicker when flicked with a finger or struck with a flashlight any more.
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