Ever resigned after only a month?

[AOIIBrandi]

Here's the situation...

I took a job with a company in January. It wasn't really what I wanted, but I needed a job and they were offering. Yesterday, I was offered a job that pays about 15,000 more than the one I have now. I accepted because I couldn't turn down the money, the environment, or the benefits.

Problem, I have only been working for the company I am with now for a month and a half, and it is a SMALL company. There are 4 people including me. The man who owns it, his daughter, and a guy that his daughter has known forever (think Highschool).

So now that I have accepted the other offer how do I resign without hurting anyone's feelings (if possible). I want to give them 2 weeks, but I'm afraid of what the atmosphere will be like. Also, do I tell them first thing or wait until the end of the day?

Thanks in advance for any advice!