As I said I've only just started myself so I haven't got the knowledge of the 'ins and outs' of owning fish just yet, but most of the people here are very knowledgeable and will help in no time I'm sure.
So starting a tank and using the fishless cycle is a process. Its going to take about 3-4 weeks to complete, especially if you don't add any live-bacteria products, but in my opinion its the best way to start a tank because it allows the bacteria time to grow w/o overwhelming it.
If you don't have a complete test kit, I would grab one. it will tell you where your PH, ammonia, nirtrite and nitrate levels are, and you can use it during and after cycling to monitor your levels.
Any specific questions about it? Just let us know. There's alot to tell and I'm not sure what you don't already know. I've written a document about the nitrite cycle and posted it on here in a Thread titled New tank Nitrite Level 0.
I don't want to paste it again here for the sake of spam.