I'm moving the tutorial to vict0rsch.github.io to make it nicer for you guys. This is an ongoing process and your feedbacks are welcome! Basically it will be betetr organized and there will be comments possible. This repo will stay active for the code, issues, pull requests and collaborations.
I'll assume you work on Python with scientific libraries. If you don't, check out Anaconda or this blog post (for Mac users but interesting for everyone).
At least check the requirements if you have a doubt : http://deeplearning.net/software/theano/install.html#requirements
It may seem obvious but do install Theano before Kearas and/or Lasagne.
http://deeplearning.net/software/theano/install.html#install
If you have a Nvidia GPU Theano can use it to do much faster computations; be sure to install all Theano's required CUDA dependencies. See also "What is GPU accelerated computing?" on Nvidia's website.
http://deeplearning.net/software/theano/install.html#using-the-gpu
http://lasagne.readthedocs.org/en/stable/user/installation.html
Keras can use either Theano or Google's Tensorflow as a processing backend. I have not tried Tensorflow so everything I say might or not be portable to the Tensorflow backend. My feeling is that it is.