You need to try to start things yourself before asking questions to people. Nobody here is going to tell you how to do something without knowing that you have actually tried, unless the problem is a very small one.
Post some code that you have, tell us what is the problem that you are encountering and for sure you are going to get what you want.
Don't ask such vague questions.
If I ask you, for example, how to start my own paypal-like site? are you going to give me a very good idea how to start it in PHP? Maybe you will answer me, but very vaguely too. Unless you have no life and dedicate your whole time building a site for someone posting 1 line of question and expecting 1000 line of code.
Anyway, in reply to your question, first read a tutorial on php and mysql and try to do something first. But seriously, domain name registration requires you to have contact with the Internic, ICANN or something like that.
LINK: http://www.internic.com/regist.html
