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Aboslute PITA as I am finding out.
UK banks don't like them and it is a matter of moving money around finding the lowest rates to a site that the bitcoin exchanges will accept.
PayPal is a no no
I asked the same questions - See here https://bitcointalk.org/index.php?topic=165149.0
No done it myself yet, playing with OKPay at the moment to see if that is any use.