Make sure you get the right brick; I believe you want the same stuff that they use for fireplaces.
A proper foundation is extremely important, particularly since you're talking about fire. A solid concrete foundation, poured and leveled properly, will give you what you need.
Hit up the Home Depot and ask around for more tips; they have some great people there who really what know what they're talking about. You should also check there (and your local library) for more literature on the subject.
Linkage:
http://doityourself.com/brick/buildbrickbarbecue.htm
http://members.aol.com/stevef88/bbq.htm
http://www.hgtv.com/hgtv/remodeling/...080853,00.html
That should get you started. Google is your friend.