Your first step before spending a dime should be a
patent search to see if someone else has locked up the idea. Once you're happy that you've got an original idea, write down all the details and draw pictures, and have a notary witness you signing it.
After that, you'll need to find somebody you can work with to make prototypes. Once you're happy with the prototypes, you'll need to find somebody who can make your product so you can get quotes to make sure it will be worth your while to sell it.
At this point, you're ready to take your idea to infomercial producers or whatever other distribution channel you choose.
If you want to patent your idea, you have to do it within a year of the first time you sell one.