Once you’ve read Kevin’s reloading primer mentioned below, head on over to Anarchangel for some treatises on the subject (with lots of helpful and fascinating pics). He talks about his adventures getting started in reloading (quite successfully too!) and also has a post for beginners about reloading on the cheap.
And Dirtcrashr relates a rainy day’s reloading, including what to do when a primer goes in sideways: 
I tell you what, now that I am shooting 7.62NATO, the temptation of reloading is rather considerable. However, without even so much as a separate room to set the rig up in, and considering how klutzy I can be, I am just a wee bit concerned as to the general safety of it. But then I think of how much another 1000 rounds is going to cost me, and…
A reloading setup does not require any “Fixed” equipment. Any sturdy workbench or solid desk will work including the folding benches available from Stanley, Craftsman and several others.
A “dedicated” room is a luxury, I have loaded in every room of the house including the bathroom (yes, really)! The only requirement is a lack of distractions and enough space to perform the operations.
In fact, the lack of distractions is much more important than the sturdiness of the bench and the availability of space. Staying focused on the task at hand is essential, not only for accuracy but for your own survival! Never forget that you are working with “explosives” and otherwise dangerous materials. The life and appendages you will save are your own.