Well a couple of things you might look into...
Visit your local hobby/gaming store. Some of the larger stores may host regular events or gaming nights. The one here by me has stuff going on almost every night (different types of games and stuff tho').
Games Workshop also has a new club site for the US -
Regiments of Renown - Gaming Clubs. Try looking here for any clubs which might be in your area.
Watch the
Games Workshop site for Events which might be coming to your area.
You may also want to look for a
Games Workshop Hobby Center in your area. I've heard these stores are very nice. A buddy of mine visited one and they sat down and showed him how to play and provided him a lot of information.