Best way to quit a job you recently started?

I have been sending out my resume and interviewing like crazy, and where I live it's a lot harder to get a career in my field as it's very competitive. Not to get into specifics, but I recently accepted a position and was hired on the spot after the interview.

However given my resume, education and experience the job is about 5 years beneath me, but the pay is alright. More conveniently it is close to my house. I've been here about a week, and I honestly just look at it like a paycheck.

I recently received a callback from a place I interviewed prior to accepting this (apparently they took their time) and they let me know I got the job. I would rather work at this place as I would be more passionate about the work and more room for career advancement. I've never worked anywhere for less than two years. I've been here about a week and don't know how to go about giving notice and what would the standard practice be without burning any bridges. Any advice would be greatly appreciated.