Steps

Learn the grip positions
Hands pointing away from you. This is the hardest pull-up position. It is also the pull-up exercise position that is most effective because it works the triceps.
Hands toward you. This position is easiest and exercises the biceps. This position does not build much strength, only good looks.
Hands sideways. You will usually only be able to do this in a gym that has the equipment.
Do assisted pull ups until you can lift yourself unassisted. Many gyms have equipment that will assist you if you can not lift your own weight. If you are small enough, someone can "spot" you.

Executing the Pull Ups
Start with your arms almost fully extended.
Pull up until your chin is slightly above the bar.
Lower yourself until your arms are almost fully extended.
Repeat.
You should complete at least three repetitions of 10 each.

Caution
Make sure you are fully trained on any equipment you use at the gym.
See a physician before starting any exercise regiment.