Well the most basic thing is finding a copy of the Player's Handbook 1 and using that and following the instructions in there.
It's pretty hard to make a character without the books, because you can barely find information about powers/classes/what not online.
Finding the books is easy though. The invention of PDF made it pretty easy to get them.
D&D Insider also has a character maker that makes it really easy, but you have to pay for D&D Insider.
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http://backloggery.com/shados
http://last.fm/user/ShadosNeko