scorpian,
my strongest piece of windsurfing advice (well, besides not letting frustration get the best of you) would be to get lessons from a professional instructor, preferably the most experienced one you can find. someone who has coached a lot of people has seen it all - from the common little mistakes that everyone makes when they start out to the most embarrassing, hopeless cases - and they know how to fix it. a professional instructor can easily and quickly give you the simplest or largest tip that can save you an enormous amount of frustration.
i had friends teach me how to windsurf in the beginning and it was great fun, but when it came down to the nitty gritty, they were of no help because they either just knew how they did it themselves or just were able to do it naturally. (hate those guys! jk) when i had my first professional lesson, for an example, all the instructor had to do was tell me to put pressure on my toes to go downwind and pressure on my heels to go upwind and TADA! that bit of frustration was gone and it all clicked.
the other great thing about hiring an instructor is that they devote their attention to you. it's their job to study how you're currently windsurfing and teach you how to do it better. they are getting paid and know that they must produce results to get your recommendation or repeat business.
that all being said, i don't want to discount all the fantastic people in WA that are always willing to help you out. you will need help and advice every step of the way and you can't possibly get it all from lessons. we're lucky here in that the local sailors are at a such a high level of competency they can help out a great deal.
... and don't forget you can always make the instructor and fellow students your friends! (right Simon, Tom, Jay, Ben, Nic?)