Keep your day job, and begin writing romance in your free time. Find the subgenre of romance that you feel most comfortable writing in; this will help you find a place in the market for your books later. For example, you could write historical romance, paranormal romance or contemporary romance. Write at least a little bit every day in order to practice.
Read romance novels across genres regularly. This is not only essential in helping you understand and identify good and bad writing, it also helps you stay on top of trends and develop an understanding of what is selling in a market saturated with romance fiction.
Choose a story for your first novel, and write an outline. Because a romance in any genre revolves around the relationship between two people, you must develop these two characters into flawed, interesting individuals. Neither the male nor female lead should be perfect, or your story won't be believable.
Write the first draft based on your outline. You can write the entire novel from the point of view of one character or both, so long as each character has a distinct voice. As you write, remember that a good romance novel has conflict and tension in every scene. That does not have to mean fighting, but simply that the hero and heroine are continually faced with difficult decisions that keep the story moving forward and the reader turning pages.
Join a critique group with other romance fiction writers in your town or online. In addition to having other writers critique your work, you will get the opportunity to read and critique their writing, which helps develop your own writing skills.
Attend conferences for romance writers, such as those hosted annually by Romance Writers of America and Historical Romance Writers. Bring a few hundred business cards identifying yourself as a romance writer. Conferences are invaluable for networking and getting your name out there in the industry.
Find a literary agent. While some major romance publishers accept unsolicited submissions from unpublished writers, most do not, and even those who do will pay more attention to authors with literary representation. Find an agent on Publisher's Marketplace or Agent Query who represents your genre, and follow their query instructions. Literary agents are also experts at earning a living in the often unreliable publishing industry, as they, too, only make money from commissions on sales, and they can help guide you through the process.
Give yourself time. After your first book is published, depending on your advance and how well the book sells, you might be able to cut down to part-time work while writing more romance novels. In order to earn a full-time living writing fiction, you should plan on completing at least two books a year.