The SETUP packet is a token packet, in particular a high priority (it must be accepted by the device and cannot be NAK'd) special case of the OUT packet. The first thing the host will transmit is 32 bits of sync, guaranteeing at least 12 bits to your device. The end of the sync is delineated by two sequential active bits. As a token packet, the sync is followed by 8 bits of PID (packet identifier). In the case of SETUP, this is 11010010 (PIDs are always 4 bits followed by their complement). Next will be 7 bits of device address followed by a 4 bit endpoint address, but since this is a SETUP packet the endpoint address must be 0000. Finally, the host will transmit 5 bits of CRC(cyclic redundancy check).

Now that this is all said, I would suggest that you buy a book entitled "USB Design By Example; A Practical Guide to Building I/O Devices," by John Hyde Intel Press; ISBN 0-9702846-5-9).