Pretty much your first step should be to find out what's available in your area. I would then visit the dojos, and do what research you can to validate them as legitimate training halls. There's a whole lot of McDojo crap scattered around the country.
Post here and on http://www.swordforum.com
with instructor names and what details you have gathered and look for feedback.
If you're having trouble locating someone in your area via the phonebook and internet searches, try posting both here and at Sword Forum with a request for aid and your location.