The Trey Comb's book is good advice. It is to some people (myself included) the bible for chasing steelhead with a fly. Once you get through that, you might want to check out Deke Meyer's book and a couple of Bob Arnold's as well. I would also suggest you spend some time on Dennis Dickson's website reading what he has to offer. It is well worth your time. His site is http://www.flyfishsteelhead.com/

One word of caution though. Make sure you really want to take this sport up because once you hook your first fish you will be addicted.