You really need to learn at a club. Look around for a style and group that suit your personality. For example I like training in Ninjutsu as running away and hiding are part of the ethos, rather than staying and fighting because that's the only approach you know.
Ian - Pagan Editor
"We can never obtain peace in the outer world until we make peace with ourselves."
"With realization of one's own potential and self-confidence in one's ability, one can build a better world. "
Sorry I didn't respond earlier. I tend to agree with Ian. It really is better to go to a professional to learn. You can learn some parts through books and videos but ultimately you will never learn the full style without going to someone.
I'm currently training via video because I had relocated and I'm pretty far from my teacher right now. I can tell you I cherish every moment I get to be there in person and learn on the floor rather than through the video. Beyond just him being a great teacher, having that immediate feedback on things I may have missed is invaluable.