First you need to decide on a domain name and figure out if it is available.  Go to either Network Solutions or GoDaddy and use their domain lookup service, it's FREE!
Then, you might want to contact us BEFORE you buy anything, as there is a lot more to a domain name than most people realize.  Actually, you might want to call BEFORE you even start thinking of domain names so we can throw in our 2c's.
Once you decide on a domain name, you'll need to register it.  We used to be nothing but Network Solutions, as they were there when we started Ginasis, but now there are tons of places to register.  We do suggest that you stick to the bigger names, like Network Solutions and GoDaddy.  The difference here is cost.  GoDaddy is cheaper, but you have to put up with their ads and solicitations.