It's pretty simple really. If you don't want to go through the hassle, your Internet service company will do it for a small fee.
Trouble is, all the good names are gone.
Even lousy names are gone. Virtually every noun and most verbs are gone. People and companies have registered most names on speculation, hoping to make a quick buck when someone who wants the name comes calling. I could fill a whole column on the trademark issue, but here's how that works. So that kind of domain grab is basically over now that Internic has cracked down.