Since I got the camera I've been fascinated by the concept of off camera flashes and using multiple lights to create effects.
There are a few good examples of this done well out there, try flickr or The Strobist as places to start.
One problem I did have was what kit (yes, more kit) would be needed to do it. In my reading I was constantly confused by terms like "pc to hotshoe" and "pocket wizard" and I've been reluctant to put a huge amount of time or money into something which, as an outsider, looked complicated.
However, never one to shy away from having a play I found a set of triggers (essentially wireless hot shoe mounts for the camera and the flash) on ebay for about £30. I had read that this sort of solution was definitely the budget option, but I figured what the heck.
For £30 you get a wireless transmitter and a wireless receiver. Each of these have a hot shoe attachment and slot onto your camera and flash respectively. One thing to note is your flash should really have manual controls on it.
What I discovered however was that when I plugged them onto my flash I had problems. Big problems...
The kit I bought consisted of an RF-04 transmitter and a PT-04 receiver. When connected to my 430EX flash all was ok until I fired the thing. The flash would then continuously fire as it recharged.
It took until today before I found the answer was as simple as setting the transmission signal to '1N'. If you look at the transmitter and the receiver, there are two little switches labelled - O-1 and N-2, just set these and the problem went away.
So, if you're using a 430EX and PT-04 receiver, hopefully this will solve your problem.
Edit: Forgot to say, as well as the 1N setting, the flash gun will need to be in MANUAL mode or it will just cycle and fire continuously.