I have never played the first two games... Is there some kind of recap or somthing to catch me up? Thank you for your reply.
The official Starcraft 2 website has a pretty sweet write up about the story of the first campaigns, and I think there's also a write up in the manual that comes with the game itself (didn't really take a long look at it).
Just install the game, and it will give you a recap of the story while it's loading. Pretty cool voice acting too.
Conversely, you can pick up the original SC Battlechest (SC and SC:BW) on Amazon for like 10USD. Good game anyway.