The major scale has 8 notes from its root to octave.
I II III IV V VI VII octave
In a C maj scale the notes are C D E F G A B
Now if you take the major scale and start on C you have C major. If you start on the second note (II) D you have D Dorian. You use the same notes as the C Maj but when you start and end on the D note it becomes the DOrian mode in the key of D.
The third, E, becomes E Phrygian.
The fourth, F, becomes F Lydian.
Fifth, G, is G Mixolydian.
Sixth, A, is A Aeolian (your natural minor scale)
And seventh, B, becomes B Locrian.
So if you know the major scale in any key you can figure out:
I -Ionian
II -Dorian
III -Phrygian
IV -Lydian
V -Mixolydian
VI -Aeolian
VII -Locrian.
Now after learning that you need to learn how to USE the modes over chord progressions and in melodies. C Phrygian wouldn't sound to great over a progression that is C, G, Am, F.
I suggest at first you memorize your major scale up and down the neck. And how it's intervals correspond with modes. After that the rest will start to seem much simpler.
A good site to check out is http://www.ultimateguitarpage.com
It has enough on there to get you going and of course there is always this forum to ask questions right?