Laid off this week, where do I start? (update)

I lost my job as a web developer and I am not sure what to do first. Any experience at all would help. I have a box of my things and a short letter about benefits. Which steps were urgent?

Ask for your final pay, unused leave and any documents in writing before you leave, if you still can.

Thanks for writing this out. I went through something close to it last year, and it got easier once I kept a simple log of every call and form.