There are many genealogy instructional programs on the internet - just Google "genealogy instructions."
One of the first things I tell my students is to make sure you start out with your current family. I have them fill out Family Group Sheets (you can get these forms from the LDS site).
Now for working backwards you must remember several things: births are almost universally sealed for 100 years and census records in the United States are not available for 72 years (that means the 1940 census will become available in 2012). So you can see where getting information from those still living is important.
I would use the LDS site pilot.familysearch.org for your g grandparents. That is a beginning. Estimate the dates if you must but dates are important.