You will need to buy a rod, reel, line, and leader. Use your local fishing shop for advice and support when picking out a rod. Beginner rods are usually around 9 ft or so.
Remember when casting that the lure has no weight to it, so therefore it is the line that is used as the weight to throw itself out. The goal of a fly fishing cast is to make the fly land as naturally as possible on the water to imitate a real insect landing. This is done by making a long, flowing motion of back-and-forth action with the reel. As you make this back-and-forth motion, as if in worship, you want to make your line look like a letter C as you swing the rod forward. As you let out more line, it gets more difficult to control this long loop. Start out by practicing with about 10ft. of line, going back and forth.