I have been on the Silk Road, haven't made a transaction there. Configuring TOR is a bitch, and the site refuses access without TOR up & running properly on your machine. After several hours, Firefox was the only browser I could get to actually load the page (Chrome and IE just would not get it up). There is more info on the Silk Road here:
http://www.wired.com/threatlevel/2011/06/silkroad/Vidalia is a standalone package for using TOR with Firefox. Download, install, browse...though for true anonymity you probably need to tweak the out-of-the-box settings. Good enough for average use, but I wouldn't traffic with it.