With modern computing technology the digital implementation of the Fourier transform is widely available, mostly in the form of the fast Fourier transform (FFT). Although the FFT has become almost synonymous with the Fourier transform, it is a fast numerical technique for computing the discrete Fourier transform (DFT) of a finite sequence of sampled data. The DFT is not directly equivalent to the continuous Fourier transform of the underlying biological signal, which becomes important when analyzing biological transients. Although this distinction is well known by some, for many it leads to confusion in how to interpret the FFT of biological data, and in how to precondition data so as to yield a more accurate Fourier transform using the FFT. We review here the fundamentals of Fourier analysis with emphasis on the analysis of transient signals. As an example of a transient, we consider the human saccade to illustrate the pitfalls and advantages of various Fourier analyses.