Probably chaika (another user) can help with first-hand advice. The easiest way is to buy a good book and follow the lessons plan.

If you don't want to spend money just yet, you can check various books in online stores to see what approach they use.
For example this book - Russian for Beginners - has a very detailed Table of Contents (you can see it by clicking on 'Look inside this book' link under the cover). You may follow it to some extent in your studies.

This page has some general guidlines too - How to Learn Russian - wikiHow.

But whatever way you'll choose, first you need to learn Russian alphabet and basic reading skills. They are rather simple so you'll be able to read almost right away (without understanding what you are reading, of course ). It's impossible to progress further without it.