first you need to buy a hardware wallet
it is what it sounds like an actual physical device that you can hold in your hand
my choice for hardware wallet was the Ledger Nano S which I bought here
https://www.ledgerwallet.com/products/ledger-nano-s
It took about 1 week to arrive in Melbourne Australia
1. Install the Ledger Manager extension and Ledger Wallet Ethereum extension to your google chrome browser
2. Browse to chrome://apps/ and open Ledger Manager
3. Unpack and connect your Nano S to your computer USB port, it will become visible in Ledger Manager
4. Firmware upgrade it and setup your Nano S pin
5. Browse to chrome://apps/ and open Ledger Wallet Ethereum
6. select ethereum in your Nano S to display your Nano S contents and setup your seed
7. you now can view your receive ethereum address and can copy paste it to wherever you bought ether from and want to withdraw
A few notes:
1. you chrome Ledger Wallet Ethereum extension connects to your Nano S wallet, its not a browser wallet like Jaxx, if your nano S isnt connected to your comp logged in and ether selected, the Ledger Wallet Ethereum extension wont show anything.
2. Your seed is all that really matters, dont lose it, dont store it digitally, with it anyone who knows what it is can steal your ether, even stored -
http://support.ledgerwallet.com/knowledge_base/topics/what-happens-if-i-lose-my-ledger-wallet
3. read the faq
http://support.ledgerwallet.com/knowledge_base/topics/general-ledger-nano-s-faq
If you have bought some ether and dont want to leave it for example with the exchange you bought it from (wise idea imo) while you wait for your hardware wallet, you can install the Jaxx browser wallet, enable ETH on it and it will have a receive address on it, again which you can cut and paste to withdraw from an exchange, and later when you get your hardware wallet, you can send it from Jaxx to your hardware wallet address
Hope that helps
