A great way to introduce your players to D&D's mechanics is to just let them roleplay. As players, it's their job to pick what they want to do - as Dungeon Master, it's your job to figure out how they'll do it mechanically. So shoulder all the burden of the mechanics, let them worry about what they want to do, and talk to them about how it works as you go along. Your players will begin to pick up how things work after a little while.

The best way to see how this works is to see someone else doing it. Go listen to a couple of episodes of Penny Arcade Podcasts, season one. This is a 4th Edition game run by a couple of guys from Wizards of the Coast R&D. The players are Jerry Holkins and Mike Krahulik from Penny Arcade, and Scott Kurtz from PvP. Scott has never played D&D before. Jerry and Mike have, but they've never played 4e, since this was before 4e was even released. Watch one or two episodes of that, and you'll understand how you can show players new to the game the mechanics.

A great way to introduce your players to D&D's mechanics is to just let them roleplay at first. As players, it will be their job to work out what they want to do - as Dungeon Master, it will be your job to shoulder the burden of figuring out how they'll do it mechanically. When you do this, show them how it's done and get them to make the rolls. They'll pick things up, and you'll be able to steadily remove the training wheels and give your players the amount of mechanical burden they should have.

The best way to see how this works is to see someone else doing it. Go listen to a couple of episodes of Penny Arcade Podcasts, season one. This is a 4th Edition game run by a couple of guys from Wizards of the Coast R&D. The players are Jerry Holkins and Mike Krahulik from Penny Arcade, and Scott Kurtz from PvP. Scott has never played D&D before. Jerry and Mike have, but they've never played 4e, since this was before 4e was even released. Watch one or two episodes of that, and you'll understand how you can show players new to the game the mechanics. There's not much I can say here that you won't learn better from listening to this D&D game.

In the beginning, your players might not be aware of everything they're capable of, and won't always make the best choices. This is fine. They're learning - they'll make more masterful choices once they've begun to master the system. For now, their first adventure should be forgiving enough - just make sure they're having fun and learning, and remember you can make suggestions.