It's very similar to steeping your grains. If you look in the BIAB area of the All Grain page, there are some great threads on how to BIAB. Now that I've done a couple, I wish I would have just started this way. It really isn't any more difficult than extract.
In a nutshell you use a large bag to contain your grains that fills the majority of the kettle. You heat the water to your desired strike temp, add your grains and stir so there are no clumps, make sure you are at the proper mash temp, let them sit until the starches are converted, remove the grain bag and let it drain back into the kettle, squeeze the bag to get more wort back, then bring it up to a boil like normal. It sounds more difficult than it is.
There is a lot of good info out there. Don't get intimidated by it being "all grain". I don't even have 10 batches under my belt yet and am putting out beer with good results. If I can, anyone can.
http://biabcalculator.com is a good place to get your calculations.