I've only done this on Windows 7 so don't know whether it will be supported on other OS's.
First you need Kies 2.0 to provide you with the driver software for the Galaxy Pro:
http://www.samsungapps.com/about/onPc.as?COUNTRY_CODE=GBR&LANGUAGE_CODE=ENG
Start this up with your Galaxy Pro plugged in via USB (turn USB Debugging on if it isn't already - Settings--> Application--> Development --->USB Debugging
Windows will let you know that the drivers have been successfully installed.
[APP]SuperOneClick v1.8beta (Root, Unroot, Enable Non-Market App) - xda-developers
Get the SuperOneClick Root App from the link above (to be run on your computer not on your phone!) I used 1.8.
Run the .exe inside the zip.
Next click Root. Leave this to finish, when prompted to install busybox say yes. The dialogue box will let you know when its done.
Check in your apps menu, you should now have an app called Superuser.
If so, congrats
the last thing to do is restart! I didn't and spent ages looking up why it hadn't worked 
Then download a programme called Root Check from the market and run it to confirm you do
First you need Kies 2.0 to provide you with the driver software for the Galaxy Pro:
http://www.samsungapps.com/about/onPc.as?COUNTRY_CODE=GBR&LANGUAGE_CODE=ENG
Start this up with your Galaxy Pro plugged in via USB (turn USB Debugging on if it isn't already - Settings--> Application--> Development --->USB Debugging
Windows will let you know that the drivers have been successfully installed.
[APP]SuperOneClick v1.8beta (Root, Unroot, Enable Non-Market App) - xda-developers
Get the SuperOneClick Root App from the link above (to be run on your computer not on your phone!) I used 1.8.
Run the .exe inside the zip.
Next click Root. Leave this to finish, when prompted to install busybox say yes. The dialogue box will let you know when its done.
Check in your apps menu, you should now have an app called Superuser.
If so, congrats
the last thing to do is restart! I didn't and spent ages looking up why it hadn't worked Then download a programme called Root Check from the market and run it to confirm you do
x