Make sure to contact any potential hosts BEFORE you sign up and ask some questions.
Orioli posted some good info there
Its not as hard as it seems, once you go through it. I would recommend registering your own domain name first though.
You can go somewhere like
www.000domains.com and register a domain name for 13.50 year and then all you will need to do when signing up for hosting is go back and modify your domain name record with the host DNS info (this info should be included with your welcome letter from your new host)
Any good host should walk you through this.