The best item for me was
http://www2.barchart.com/support/futs101.asp - worth a look if you havn't read it already.
After that, like MicroHydro says, talk to a broker.
Actually talk to two - just so you get a feel for if either are more welcoming to a beginner.
Ask them what their financial expectation of you are in terms of money on account, and what they will charge you per trade - they'll want to know how much trading you're expecting to do.
Then, once you've opened your account (amount of paperwork probably depends alot on the regulations in your country), funded it with enough to cover the initial margins for whatever you plan to buy and then some, you just ring or email your broker (or fill in an online form perhaps) and say BUY however many of whatever at whatever rate/conditions etc. (you can of course start out with a SELL, rather than a BUY, but if it's oil, you probably don't want to be doing that...)
In my case, I'm occasional enough to do it over the phone without worrying about being online, and I usually get a call back a few minutes later telling me that I have bought however many CL8 or 10 at whatever exact contract price.
Job done, then watch the market plunge for a day or two, freak out, start breathing again as it picks up, pay off the car, a large chunk of the mortgage, and so on...
--J
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