This step is optional, but recommended. There are some really neat GUI programs that use Git out there, and it would be a shame to miss out on them.
In order for GUI programs to be able to find Git, you need to run another little script. Just drag this out of the DMG onto your desktop and run the following commands in a new terminal window (from Applications -> Utilities).
$ cd Desktop
$ sh setup\ git\ PATH\ for\ non-terminal\ programs.sh
You'll need to log out and log back in for this to take effect.