Well, first of all, welcome to PR.
First install BF2, update it to 1.5 and then install PR (all 3 parts). PR is a different .exe, it runs on its own. Just accept the shortcut on desktop and run it as admin (right click on that shortcut > properties > run as administrator) to avoid any potential issues.
If you get kicked by Punkbuster, then manually update it. You can find it in BF2:Support forum in this same website, it's a very easy process.
Read the whole manual. It is crucial that you learn the basics before proceeding. When joining a public server let the Squad Leader know that you're new. Never grab anything else other than the normal rifleman kit until you grasp the in-game mechanics (and to avoid pissing people off, you'll know why in time).
Download Mumble, it's an optional feature in the installation process. It's a VOIP program that runs aside of the in-game one. It allows audio positioning, meaning if you talk to me to my right side, I will hear you respectively, distance the same. Best servers promote it, so you better get that done with.
To set your audio settings, run wizard in "Settings".
To run, just go to "Server" - "Connect" - type your in-game nickname in "Username" and then it will show you a list of PR servers. Just click twice in whatever server you might be playing in. There will be Team 1 or Team 2, just look through your scoreboard and see who is connected in which or just ask around in Mumble. If you're struggling with this, just pm me and I will explain you better.
The best servers to play are Tactical Gamer |TG| (US), Noobs with Attitude *NwA* (EU) and Project Teamwork Alliance PRTA (EU) (the latter kicks anyone not using Mumble). For a good experience somewhere in between, to prepare you, try NEW, UNSTF or UKWF servers (and it's a better experience than CO-OP). 128 test server is a beta server and it definitely does not reflect the best experience you can find in PR, so have that in mind. Again, just tell people you're new and they will help you out.
Enjoy.