Same, hell even my fiancee wants to try it but we aren't really sure how to get started. There just seems to be a lot out there.
First, you need to be warned that D&D has a high barrier of entry. Try to remember how hard it was to learn the rules to monopoly when you first started playing, and then realize that instead of a six page pamphlet you now have an entire book of rules to learn. I tell you this so that you won't try to start playing D&D and then become discouraged when you get bogged down. D&D is not a game that you decide to start playing one day and then get to actually play on the same day.
There are two ways to begin. I'm not sure what's the best order, but you'll need to do both eventually.
1. Find a group of people to play with. If you're lucky, then you have friends who are interested in trying it out with you. If not, then you are going to have to seek out people to play with. You can try hitting up local comics/games shops and ask about any customers who play table top games there (usually there are some) or you can ask the store owner if he knows any customers who might be interested in having a couple join them. You can also try Craigslist or any other local community site. Find places with nerds, and ask around.
Another alternative, though this will significantly increase the amount of preparation you have to do to actually start playing, is to play online. "Maptool" is a free program that will allow you to play D&D over the internet. However, setting up and learning how to use maptool is a bitch to do. It is not something I'd recommend to first time players, but it is an option if you know you really want to play D&D and there is no one in your area.
Finally, try to make sure the group of people you are playing with suits you. D&D tends to be best played with friends, but if you have to find a group of strangers to play with, make sure they seems like people you will like playing with. D&D is a game that is created and played collectively. If you find those other players to be douchebags, then you will have a horrible experience.
2. Learn the rules of the game. This is the the second starting place I mentioned. You can look for a group of players first and then learn the rules of the game, or you can learn the rules and then look for a group of players.
I'll try to get you an overview of how D&D and all it's parts fit into the scheme of things. D&D is one of many games in a genre of tabletop games, just like Halo is one of many games in the genre of FPS games. There are other games out there like D&D, but D&D is one of the most popular. In D&D, there are different versions or "sequels." An equivalent analogy is that just like there is Halo 1, Halo 2, and Halo 3, there is D&D 3.0, D&D 3.5, D&D 4.0. You can't play D&D 3.5 with someone trying to play D&D 4.0 any more than you can play Halo 1 with someone trying to play Halo 2. Within the versions of D&D there are expansions or booster set type stuff, meaning bonus materiel you don't need to play but is available if you don't like or grow tired of vanilla stuff.
So that's how D&D fits into the gaming universe, but now to answer the question of what you need to start learning the rules. You are going to need to choose a version (mentioned earlier) of D&D to play. The most popular versions out now, and the only ones anybody will be playing, are 3.5 and 4.0.
3.5 and 4.0 are very different games. 3.5 is the more traditional version of the game that is much more like any of the older versions. 4.0 is a big change that is definitely easier to learn, and in my opinion much more fun. If I were to recommend D&D to a new player, I would recommend 4.0 because it is easier to learn and makes far more sense.
Once you've chosen a version, then you need to obtain something called "The Player's Handbook." This the book that contains everything you need to know to learn how to play D&D. It will tell you all the rules, give you basic races, classes, and misc. to choose from to make your first character, and pretty much everything else you will need to start playing. Aside from the "Dungeon master's guide" which is a book that give instructions specific to the game master (the person running the game and acting as the referee/narrator/computer for the rest of the players), pretty much every other booklet you find relating to D&D is just bonus stuff. Other books give you more races, more monsters, more classes, more settings, but you don't need them to play.
If you read through the player's handboook, you will learn all the rules to D&D.
So that's my run through, if you have any questions just ask. You better fudging appreciate this.