this guy does a pretty good job explaining it

http://www.honda-tech.com/zerothread?id=316500

basically, you just need to sand everything off of your wheels, get them nice and smooth. keep everything dust free (get a tack cloth from hardware store). stuff some index cards under the lip to protect the tires. maybe spray some primer. spray your desired color, and then some clear coat if you like. all the paint can be found at car parts stores. obviously, time is needed in between coats, so you might want to secure a ride to wherever you might need to go during the drying process.

maybe while you're under there, you can paint your calipers too.

i'd say, do some research into polishing metal with sandpaper. there are techniques like wet-sanding that you need to learn. after that, it's all prep work and painting. oh yeah, and remember, spray lots and lots of very very light coats. you will appreciate it.