If it's a cli program - check the usage message, then glance at the man page.
conf file - read the comments, then google. Starting by looking at examples.
Else - google. That'll pull up any relevent documentation (howtos, forums, newsgroup archives, etc).
I am biased. I don't use commercial software, so my support options are very limited. That said, I do prefer my current way of doing things over a helpdesk or friend.