Well, you can start off by downloading a program called The Gimp.
It's freeware, just search on google, you'll find it. It isn't actually a fractal program, but it does have a plug-in that allows you to create Flame Fractals. There are many tutorials on how to do this. With Flames, they really kind of are just luck because they are so random. There is also another program called ChaosPro. There is a topic in the discussion board about this. Basically, fractal works are like trial and error. Fiddling with the software untill you find something kool. The only thing you would have complete control over is color. Unless your a genious at math and programming, fractals are always a surprise when your making them! :)