Everything Katrina said, only it's not as simple as she makes it sound, but I think she knows that.
Once you've actually written it, then you'll need it appraising and/or editing. Editing is something that new writers (and some not so new) are notoriously bad at, but if you have an otherwise decent story then a publisher may do some of that work for you.
Lulu and places like them are excellent, but they will charge for extras like marketing which, to be honest, is ultimately down to you, you, you! You should also bear in mind that Lulu will not comment on the quality of your work at all, which means that some real dross is turned out by its customers (although that's not always the case). Sadly there's also a tendency among non-self-published writers to look down on self-publishing.
I suggest you buy or borrow a copy of the Writers And Artists Yearbook 2007 (it has a red cover - beware of imitations) and have a read of some of the articles in there. You'll also find a listing of agents and publishers and details of what they will accept, genre-wise.
You could also join one of the many writing forums on the internet, where you can 'meet' others with the same goal and get some feedback on your work. My favourite is Writers Dock (
http://www.writersdock.org ), but a search engine should find you a few more.
Have fun, and good luck.