How to Make a Hat?

[spykitten.livejournal.com]

I really want to make a hat in the style of the 30's/40's/50's. You know, the little "miniature hat" that sits up high and near the front of the head. I think it would be made out of felt or thick wool.
Problem is, I have no idea where to start. I looked through the faq, I googled, but there seems to be almost no info on how to make a nice hat. I have a suspicion that it involves "steaming and blocking the fabric" (I've heard that term but not sure what it means).
Any advice? Pointers? Website how-to's that you know of? This is one of those crafts that I can't just "fake it" and make it look okay!