I'd also get a book on map and compass, a GOOD compass, and maps of your area. Practice practice practice.
http://www.us.orienteering.org/Click on the "clubs" link on the left and look in your area.
In my opinion, everybody who frequents this forum should either be orienteering, or already be an expert on the subject.
To get started, all you need is a good set of walking shoes, a $10 baseplate compass (get a good name brand), a bottle of water, a whistle, and your survival kit. In my area, orienteering only costs $6. Not bad for a couple of hours of challenging fun.