I just needed to know it myself too. This is what I just searched
http://www.beadazzled.net/finishing.html

As to the chain, I haven't done it yet but i think you can go and buy chains (michaels, online stores etc)
cut it to segments, and connect them with the loops on the beads. e.g. http://www.artbeads.com/brcahone.html

If you are a total beginner, try the kits as I recommened
http://www.huaren.us/dispbbs.asp?boardID=364&ID=181542&page=1