Well, I think it is quite difficult to play this game (so far, especially for a beginner like my self), but I realy enjoy this game (eventhough I need very long time to finish 9x9 grids).
Oh ya, for the rules of playing Sudoku, Wikipedia has a complete entry of it. The rules are quite easy, and I think, you can directly playing this game after finish reading the entry. The aim of this game is to enter a numerical digit from 1 through 9 in each cell of a 9×9 grid made up of 3×3 subgrids (called "regions"), starting with various digits given in some cells (the "givens"). Each row, column, and region must contain only one instance of each numeral.