I would post your question on the rod building forum on this site. Also visit www.rodbuilding.org (which someone else just recommended recently on the rod building forum). That is the king of websites for rodbuilding. Huge amount of friendly knowledge flowing there. You can gooble fly rod building and find some nice web sites that will provide online instructions. A good book is valuable. Someone on WFF passed on the tip that 2nd hand books in the U district was selling "Fly rod building made easy" by Art Scheck for $10 and I ran out and got a copy - very good book for beginners. Greg's (can't remember the whole name) in Lake Stevens sells stuff locally as does Patricks.
Be careful. It can be addictive. If you find yourself trying to talk your friends who have absolutley no interest in fishing into buying a fly rod from you, seek professional help immediately.
anglers workshop in woodland was where i got started. they have everything you could possibly need. also i know several shops have a rod building class if there is enough interest and you can usually get a pretty good deal on a blank through them.
I built my first rod by reading a book by Andy Garcia. There are other books out there and most say the same things. A rod can be built by using pre-made components rather easily. You can either buy everything online or visit several shops.
All About The Fly in Monroe, Greg's Custom Rods in Lake Stevens are two that I'm familiar with, good folks.
Rodbuilding.org is a great resource.
Once you get your feet wet, you can get very exotic with custom reel seat materials, graphic weaving, and many other custom touches.
There is also a rod building forum right here on WFF...
Check out http://www.flyanglersonline.com/ for a nice tutorial. In the left hand column click on Features and then Rob Building to get to their articles. The article is titled Graphite Rod Building and is 12 parts. I haven't tried my hand at bulding my own rod yet, but this article seems to lay it all out.
As posted above, rod building really can be addictive. I will second the suggestions for both Garcia and Scheck's books (as well as rodbuilding.org). I refer to both of those books while building my rods. As far as supplies and advice, here are a few notes. I personally like to see and handle stuff before I buy it, so I'll stick to local vendors. H&H sports in B'ham has a few guides and such, but not too much else. Plus I felt like their rodbuilding stuff was a little overpriced. Surprisingly enough, the Ace hardware in Lynden has some blanks and guides (at least they used to). I think your best bet for local stuff is Greg's custom tackle in lake stevens. They've always given me great help, and their prices aren't too outrageous. If you are looking to get into it pretty cheap, Greg's usually has some rainshadow blank seconds. I built my father in law an 8 wt off of one of these seconds, and even with my crappy casting skills, the rod was a rocket launcher. It was tough for me to give it up. Anyhow, you can find a link to Greg's on the rodbuilding.org website. I don't mean to sound like a commercial for Greg's, but boy they've been helpful to me.
I just finished a rod-building class at Utmost Enterprises in Sequim (four nights, $100). Bill taught a very good class. He helped me and the rest of the class over the tricky parts and the result was a very respectable fishing tool.
can't wait to give it a try later this week in some skinny water later this week. Cheers.