Nolo Press (
http://www.nolo.com/) has some books/kits that walk you through the process. If you not inclined to do it yourself you can always pay someone, such as The Company Corporation (
http://www.incorporate.com/) or INCNOW (
http://www.incnow.com) to do it for you, most of them offer registered agent service in the state -- though it's probably cheaper just to rent a box at a UPS Store (or similar, a P.O. box is not acceptable).
Some states make it really easy to incorporate, you can check out Delaware's Division of Corporations (http://corp.delaware.gov/) to see if you can file online. I see they list the steps necessary right on their website: http://corp.delaware.gov/howtoform.shtml
Good luck!