Not to take away from what Quad will tell you, but Lange calipers are EXPENSIVE. I've seen prices ranging from 150-250 bucks. The cheap, plastic, less than 10 dollar versions can give the same mm measurements as the Lange calipers. They can usually be purchased at vitamin stores. If not, do a quick search for skinfold calipers online.
The American College of Sports Medicine has some pretty good guidelines on how to conduct the measurements. It takes practice, but it can be learned fairly easily.