Try a google search for rod wrapping videos that will help you get started. They will show you how to get the wrap started, and whipping, etc. I bought a Doc Ski video some time ago, his acid wash jeans are outdated, but it was helpful. I have fixed a lot of my rods that had a few guides messed up due to the harsh kayak fishing conditions.
Squidco has everything you need to get started.
http://www.youtube.com/watch?v=LqFgZ9cnTgI