Besides “igowin”, I recommend…
- playing through the tutorial at http://playgo.to/interactive/
- Reading http://senseis.xmp.net/?BeginnerStudySection
- Playing Go online at http://kgs.kiseido.com

When you start playing, use a smaller board – 9×9 at first, then 13×13 before going to the full 19×19; that way, you don’t have to remember as much about the game at any given time, and you can see the final results of your moves a lot sooner.

Also, find a local go club if you can: in America, check http://www.usgo.org/usa/chapclub.asp

Having a group of people to play with regularly is very helpful.