What are you looking to learn how to make?
Regardless, my advice would be to just buy a cookbook designed for beginners, and follow the recipes. Eventually, you'll be able to create your own. (I like Cook's Illustrated cookbooks personally, along with Mark Bittman's minimalist column in the Times. ) Both go into why they do things a certain way, which I found very helpful when learning to cook.
Also, they have free cooking demonstrations at most branches of William Sonoma, and at Bloomingdales. I actually found them very helpful when I was learning how to cook. The chefs never minded answering a million questions. I don't recommend buying too much equipment there though, you can get a much better deal at Broadway Panhandler. (And/or the upstairs at Zabars. I believe both of those places also have cooking demonstrations, but I've never gone to them, so I wouldn't know how good they are.
65 E 8th St, New York, NY 10003