In reply to WaterMonkey:
Congratulations, what sort of yacht is she and where will you be sailing?
My first advice would be to have at least one crew member when sailing your yacht for a while until you get used to her.
It depends rather on the yacht, the location of the mooring and the conditions. If wind and tide are in the same direction then I would recommend furling the genoa in advance. Sail on a close reach up to the buoy and luff at the last second to kill her speed, positioning the buoy in the vicinity of the weather shroud. You should be able to step forward and grab the buoy.
In more tricky conditions you might do well to approach under engine, but always aiming to position the buoy on whichever side will be blown/pushed away from it. Have a line ready secured at the bow and running along the sidedeck outside everything. Pass this through the buoy and make fast and you will drop back until the buoy is at the bow.
You would do well to consider wearing a lifejacket and/or being secured to the boat because it would be easy to go over the side when picking up the buoy and then what?