<p>What are the basic steps for <code>Agile software development</code>?<br>
And how you start a new project with agile methodology?  </p>

have a look at "Agile Software Development, Principles, Patterns, and Practices" by robert marin. there is a java and a c# version.
http://www.amazon.com/Software-Development-Principles-Patterns-Practices/dp/0135974445