How do you open a brokerage account?

If you haven't already read an introductory book to the stock market then I would recommend "Dummies Guide" or "Idiots Guide" to stock market investing. They will cover things about brokerages and brokerage accounts--it's really the closest thing you will find to a step-by-step tutorial on how to get started.

Call a brokerage firm and talk to them. They can guide you through the process. You will fill out forms and you will make a deposit to your new account. If you are putting in a lot of money (over 25K) they may offer you some sort of incentive.

I use Ameritrade. I don't like e-trade, and i am not familiar with other ones. Find out what tools they offer for analyzing your potential investments.

Tdameritrade.com, thinkorswim.com, sogotrade.com these are some of the brokers I will recommend. You don't need to call them you can simply apply online it's fast takes less than 20min.