Your first steps should be to speak to as many people you can find in your locale that are familiar with the VC industry e.g. VC professionals, investors in VC funds, entrepreneurs that have been funded by VC's.

This is important because the work and the career of a VC are not always what they seem to be from the outside and therefore if this is your first job out of college you will want to make sure you are making the right decision. I guess this is true with regard to any job though.

If you decide that you are focused on a job in VC then you need to understand the different types of VC funds (areas of expertise, focus, geography, stage of investments, size of team etc.) and how your skills, experience and personality would best fit and in what areas you would be able to contribute. it is always best to enter through a personal contact and someone who can give you a strong reference.