Your problem description is a bit unclear on what you really want to do, and you should heed the advice given in the comments. You probably ought to be considering a hosted DNS solution of some sort -- the registrar that you used to register your domain probably offers one or there are many other options.
But if you are determined to operate your own authoritative DNS server for your domain, here's what you will need to do (at a minimum):
- Install the BIND software package.
- Edit the BIND configuration file, named.conf, to declare a zone, to allow authoritative queries, and to permit zone transfer to a secondary slave server.
- Create a zone master file containing the basic resource records for your zone. At the minimum you must have an SOA record for the zone and you will probably also want A records for your server, an MX record for your mail exchanger, and possibly other record types.
- Arrange a second, separate nameserver to replicate the zone data on your master server and act as a slave so that you have the required two nameservers for your domain.
- Instruct your registrar to delegate the forward lookup zone to your new nameserver(s) and add any required glue records.
- Deal with your ISP to arrange either delegation of the reverse lookup zone or insertion of PTR records into a zone managed by them.
If you can look at that checklist and say "OK, I know how to do that, that, that.. Got it!" then you are ready to begin work. Otherwise you have some reading to do or need to re-think whether you would rather have someone else handling your DNS server operation until you understand the basics.
If you insist on doing it yourself, Cricket Liu's book DNS and BIND, published by O'Reilly Associates, is a very good introduction. If you cannot afford it, you can probably get most of the information you need for free from Zytrax's on-line book DNS For Rocket Scientists. The latter has a chapter with several sample nameserver configurations which you can use as a starting point.