I would have to add a step zero:

#0: If you've never listened to Husker Du significantly before, buy and listen to a copy of Candy Apple Grey, then Flip Your Wig and/or New Day Rising to work up to Zen Arcade. Do this for at least a month beforehand. It's likely to be an incomprehensible mess if you don't get yourself ready. (The lovely SST recording process doesn't help.)
_________________________
Bitt Faulk