You can also try the Mormon web site at
http://www.familysearch.org/eng/default.asp
where you can download a FREE excellent Fam Hist program called Personal Ancestral file (PAF) to keep your records.
They have been keeping family records gong back to the 1500 so they have quite a lot of info in their I.G.I. files.
You will have to start with your own closest family members and work backwards.
B.M.D. certificates cost about �7.00 each but can point you to the next lead backwards i.e. Parents, addresses and occupations are listed on Birth certificates.