To the best of my knowledge you aren't legally required to give them any notice. However, morally it is good to offer them at least a week or two to allow them to cover the hole your leaving may cause. Don't forget, if you leave suddenly, other employees may be forced to suddenly change their plans to cover your hours. Wouldn't you like to have some notice if it was you in their shoes?
As for the actual quitting, write a letter that says basically "I'm sorry, but this job is not working out for me, so consider this my letter of resignation. If you need me, I can continue working until <date>." Then it is up to the company as to whether they retain you for those extra days or not. While they may not be happy to have to start looking for a replacement, your willingness to help mitigate your leaving will be a plus in keeping good relations should you need to come back there for a job in the future, or even just as a reference.
Just my two cents worth.