Complete Joy of Homebrewing has a pretty good intro. Though, he uses a stepped mash, which, IMHO, isn't really necessary with today's modern, highly-modified malts.
I would suggest ordering a mini-mash kit from www.austinhomebrew.com
They come with excelent instructions, and quality ingrediants...and, no, I have no affiliation with them, I have just made a bunch of their kits.
Get a morebeer.com catalog..there are great articles on how-to as well as PM systems. I personally would not spend any money on buying things for a PM. You have what you need to in order to do them if you can make extract brew. Wait and save up for the AG stuff.