Laid off this week, where do I start? - any advice?

I lost my job as a web developer and I am not sure what to do first. This is my first time dealing with any of this. I have a box of my things and a short letter about benefits. Is there a checklist I should follow?

Thanks for writing this out. I went through something close to it 5 months ago, and it settled down once I kept a simple log of every call and form.