NIE (Numero de Identificación de Extranjero) your Fiscal number in Spain.
The NIE is necessary for almost any official transaction you may want to do in Spain. This tax identification number may be obtained by bringing a photocopy of your passport to the nearest department for Foreigner's and filling out the appropriate form. Between 10-14 days later you will be issued your NIE which you must collect from this department.
Huelva is the nearest office in this area and to avoid long queues and complications it is advisable to leave this chore to your lawyer.
Note: As of March 2010, I have noticed that getting your NIE for the purpose of buying a property in Huelva has been improved. Now you can present the paperwork, pay the adminsistration fee at the nearest bank and come back and collect your new NIE all in the same day. Please note that this is for the NIE not your residency card.