Finalize your script, then register it at the U.S. Copyright Office. Although this is not required by any movie company, it is a very important means of protecting you as the owner of your work. Before showing your final script to any script agent or movie company, secure a copyright certificate for your work by registering it at the U.S. Copyright Office website. This will cost you a filing fee of $35, as of July 2011. This way, you have proof of ownership if you need to sue someone for stealing your script.
Research potential movie companies and agencies where you can submit your script. If you're a novice writer, it is typically more challenging to sell your script or find a script agent interested in your work. A script agent becomes a professional middleman between you and a movie company. In this very competitive industry, selling movie scripts by a newbie requires finding ways to first get noticed. Once you get a movie executive's or agent's attention, then they can possibly take a look at your work and, ideally, set up a meeting with you.
Make a final list of movie companies and script agents so you can start creating a query letter for each of them. A query letter includes a one- or two-sentence description of your screenplay, written in an exciting, appealing way. Get the confirmed contact details including phone numbers, mailing addresses and the right departments to send your script to in your preferred movie companies and agencies. If you can, for each one on your list, get the confirmed name of the person in charge of such inquiries to make sure that your letter doesn't get lost in the mailroom.
Prepare your query letter for each one on your list and include a SASE (self-addressed stamp envelope) in your envelope. Provide a checkbox with "Yes" and "No" options in your letter so the company can readily answer your query. You may include text such as, "Yes, I am interested in reading your script," or "No, at this time, we are not accepting new works."
Start sending your query letters, then wait for the responses. As a basic guide, you can start sending anywhere from 10 to 20 letters, then send an additional one for every rejection letter you receive.