http://www.aceathlete.com/hatch/video.htm
http://www.crossfit.com/cf-info/excercise.html
I would highly recommend getting someone to coach you if at all possible as its such a technical lift!
But if not i would start by overhead squatting (with snatch grip) to improve flexibilty and get used to sitting in the bottom position and doing snatch balances (see crossfit link above) before actually attempting the snatch. Then maybe try the snatch from the hip, then from just below the knee and then from the floor.
hope this helps, i have been coached the snatch over the last 2 months so most of the problems i encountered/am encountering learning it are still fresh in my memory. Just ask if you have any questions