If you have a little money, it be worth getting ~3 cheap (<$15 if you can find them for that price) USB Block Erupters. Point those at an alt-coin (e.g. Peercoin) pool to learn how to set everything up and see some positive results. You will not make back your money, but it will teach you the basics of setting everything up, working with exchanges to get from alt coins to BTC, and trying out different pools.
That's how I started. I also used my erupters to learn to solo mine and found a Peercoin block, which was fun (and got me hooked on new/better equipment).
