Talk to local resources, whether they be a fly shop, or a fly club. Failing that, there are a number of forums that are more specific to fly fishing than the Campfire. Find some means of getting local information.
No matter what, I strongly recommend getting a casting lesson from an FFF certified instructor, if possible. I also recommmend purchasing the Lefty Kreh on Fly Casting DVD. Better to not get bad habits, than to try and get rid of them later (&*%$!!!! tailing loops.....)
Scott
I second what Scott says, especially the part about Lefty Kreh. He's amazing. Also more entertaining than the average "how to" film.