Candace,
Actually the humidifier is an integral part of the small machine that pumps the air into your mask. The machine has a small reservior in it, that needs to be filled with water. What happens is, the air blows over the water, thus creating damp air.....so the air you are breathing isn't dry. There are settings on the machine to adjust the humidity level, you will work that one out and set it to your own particular comfort level.
But always check that reservior, the water lasts a few days, and if the water runs out, you will wake with a parched mouth, and need to get up out of bed for a drink.....so keep the water level topped up.
Also, the machine comes with a very small heating plate that sits underneath the reservior, it will ensure that when you put the mask on, the air that you breathe in is not really cold. So the right thing to do, is switch on the machine a half hour before sleep, the thermostat will cut in, and when you put the mask on, the air will be kind of warm for you.

Now because of all of this great sleep you will be getting, and all this advice you are getting from us, we require more input into PT by you.....hee hee