how do i step into the entertainment business?

start filming your own stuff, writing scripts, doing free voluntary jobs for film crews - runners etc - see websites like the stage etc.

get a job at a theatre, work for an am dram group. just get involved any way you can.

go and study in technical roles at college/university

When you say you want to learn "the trade' what do you mean? If you are interested in behind the scenes work there are a great number of occupations available. Most of them require some level of formal training. You need to research this industry more carefully and look closely at the requirements of each type of work that appeals to you. Narrow it down. No director will be keen to have you following them. Volunteer work, to help you work out which jobs you enjoy might be worth a try.

the best way to learn each department, from the ground up, is to start as a production assistant...after being a p.a. on a few sets, you will probably gravitate to another department. look for indie and student productions via message boards, trade papers, film departments of area colleges, etc. people are always looking for smart, capable, hard-working PAs. also, no, you do not need to go to LA to do this. actually, LA would be the worst place for it, since you are green, non-union, and have no LA connections. currently, the best cities to land film work, especially as a non-union newbie: new orleans, atlanta, and wilmington (NC)