I would recommend getting some books by Charles Dobbins, they are excellent and cheap. You should read the following:

The Dirt Hole and Its Variations
Variations of the Flat Set
Adjustment of Leg Hold Traps

These books are invaluable IMO if just starting out. He goes through everything you need and how to set, etc. It is step by step with pictures. I've included a link for Minnesota Trapline, it is where I get all of my stuff. Informative web site and if you call Tim will be happy to spend time on the phone with you to answer questions.

I also second the snare idea if legal. Canines are pretty hard to cut your teeth on trapping, they are very smart and hard to get in a foot hold trap. Also included a link for the Snare Shop. There is some informative stuff on there about snaring, go to the Basics of Snaring page.

http://www.minntrapprod.com/index.php

http://www.snareshop.com/

The books are available from Minnesota sight. I believe they also come in DVD format if you would rather watch them.