Here's the first X puzzle.
This puzzle either runs inside the web page, as it should be doing now, or you can use the "Float Window" button to popup a new window which you can make bigger or smaller as you want. To fill in a number that you definitely know, use your mouse to left-click on the square and select the number. If you're not sure but want to mark a possibility (for example, the 2 can either be here or here), right-click on the square and select the number. This possibility will be written smaller and grey in the corner of the square, like a pencil mark to remind you. See about the helper for more information on what all the buttons, markers and rollovers mean.
The applet running here is from the ActivityWorkshop, and the numbers were generated using the free (GPL'd) software Sudoku Sensei. If you've finished this one you can also try puzzle 2.