Check out the aforementioned link for details, but here's the basic rough outline:
Buy your tank, the filter, some ammonia that doesn't contain soap, and test kits for ammonia, nitrite, and nitrate.
Set the tank up, and start "feeding" it ammonia as the substitute for fish.
In about 4 to 6 weeks, you should have a cycled tank (less if you can get some 'seed' from an established tank) ready to add the fish.