Start on a treadmill, holding the rail with your hand and attached to the saftey clip. Choose a running speed that is comfortable for you. Try setting it to 6.0 and go from there. Your arms should be bent at your sides and relaxed as they swing.
A commercial level treadmill that folds up for easy storage. Automatic incline and decline, plus a large screen make this a great treadmill for your home gym.