Perhaps it would be beneficial to work through a confession of faith like the Westminster confession or the 1689 LBC with the person. This would give them a great overview of Biblical doctrine. Also, confessions are nicely divided into chapters and paragraphs in order to more easily teach them.
It would be good to encourage them to read the whole way through their Bible. I have found a teaching overview of the Bible to be helpful, such as the following by Mark Dever: Capitol Hill Baptist Church » Overview
It focus is a bit more narrow, but I am a fan of the workbook study "God's Riches: A Work-Book on the Doctrines of Grace" by John Benton and John Peet. It is inexpensive, not "over a new believer's head," and available from the Banner of Truth Trust. ISBN 10:0 85151 601 7.
Bless you for starting a study for a new believer!
Read through Romans together, slowly. It has a nice general pattern of 1) man's condition apart from Christ, 2) God's grace to us in Christ, and 3) how this affects the life of the Christian.
Have a solid commentary handy, but only refer to it when needed. This man needs pure milk right now, In my humble opinion.
This is my all time favorite to use with new Christians or someone who just needs a good foundation. Growing in Christ. It is a study booklet that combines five topical memory passages and studies on Lessons on Assurance. Then there are 8 lessons on Christian Living. It is one of the best tools I have ever used.
It depends on his background and what he already knows. But assuming it isn't much...
You've asked your question on a very theologically-minded board and have gotten some good theological answers, but I'm going to suggest a different direction. Any believer (especially a new one) must get to know not just the theology of Jesus but also the person of Jesus.
So if you do a book of the Bible, I suggest one of the gospels. There's still plenty of theology in them, but in them we are also introduced to the person upon whom the theology and our faith is based. The synoptic gospels especially are also easily understandable by folks who're still getting used to biblical jargon. They're an excellent place to start. Remember to be amazed at Jesus as you study.
And pray in your study group. Men especially often fail to do this. One of the best things you can do for your friend is teach him to pray by praying with him. That, too, is getting to know Jesus.