Who can recommend how to learn to make and set-up a splash page.

I am interested in trying out the success of splash pages on a number of traffic exchanges. Can anyone point me in the direction of a website which explains in non-technical terms how to create and set up a splash page. I assume also that for a splash page to function I will also need to be able to set up an auto-responder. Likewise can anyone let me know what is the easiest way of doing this.
The idea of setting up a splash page is to build a list of emails addresses for my newsletter. Are there websites or companies on the web that will build a custom splash page for me and have you any idea how much this could cost?