Decide whether you will work on a Mac or a PC. Decide whether you want to begin with your own acoustic performances on keyboard, guitar, or some other instrument, or if you want to begin with preexisting samples and loops.
If you want to work on a PC to record and mix your own instrumental performances, choose a free digital recording program like Kristal that works on Windows XP or 2000. See References for Kristal download. From the download page you can also navigate back to related help and detail pages about the program.
Download Jambient to work with a joystick-based PC program that allows you to improvise and sculpt sound by transforming existing sound samples. Begin with your own samples (which need not be musical in origin), or with several sample sets, some free, available from Jambient. See References, "This is Jambient."
If you want to work on a Mac to record and mix your own instrumental performances, download and use Audacity. See References, "Audacity: The Free, Cross-Platform Sound Editor." Detailed download instructions for your particular Mac OS X release appear on the site. You can also access user instructions, a user forum, and an instruction manual from the site. Audacity works on PCs also, but does not currently support WMA (Windows Media Audio) files. You may not miss this function if you do not intend to import files from web sources.
If you want to create your own music from preexisting loops and samples, use Garageband. It comes free with iLife, which ships with some, but not all, recent Macs. If you don't have it, you can buy iLife, a package of media related applications including Garageband, for less than $80.00. Many samples and loops in many different styles come free with the program, along with detailed use instructions. See References, "Apple: ILife: Garageband."
You can also download ambient music generator programs for both Mac & PC that allow you to produce ambient background music with little or no user input. Outputs range from Brian Eno washes to Aphex Twin assertions. See References, "Sounder." See also Resources, "Ambient Music Generator Software."