1). Write a script - start with an idea and go from there. You can change it later. It will get changed later, even during filming.
2). Decide on a budget - calculate how much money you'll need to pull this of.
3). Prepare all the props you'll need for the script. Borrow, make, and buy (if you have to).
4). Find a location - you probably won't have the money to rent a place, so ask around if a friend would let you use their house, find a public or remote place you don't need to ask permission to film at.
5). Draw up a storyboard, which is simple sketches of every shot in the movie. This will help you to think through the movie before making a movie. This will also greatly help you during filming, to stay organized and calm. Have somebody who's done storyboards before draw the pictures, if possible, another person will help you see things you couldn't see by yourself.
6). Get a crew - build a team of people who will help with producing a movie: camera, editing, and all the tasks that you can't or don't want to do yourself. You probably won't be able to gather a 50 person crew like in a real movie. You and your helpers will need to wear many hats, and that's ok for independent films. Your job descriptions don't need to fit the official positions within major studios, just delegate work according to the abilities of each of your helpers.
7). Cast actors - post ads on craigslist, talent social networking sites. Call local drama houses. Announce in church. Have people email their headshots and resumes. Go through a list of applicants, and invite matching candidates for an audition, to see if they can act. Do the casting at some public place, not at your house, so that random people don't find out where you live.