I really want to find some sort of kit or book to help be understand how everything works. I want to start building small robots, that can perform simple tasks. I read the magazine ‘Robot’ and I want to know how to get started. Thanks in advance.

A good way to get started is by buying the lego mindstorms nxt 2.0 set; you can build many different types of robots with many different functions with this set. The programming language that it comes with is a lot easier to learn than C++, C (which are commonly used for programming actual robotic systems). There are also a lot of website forums, and books that help you to create those different robots. The only drawback is that the entire set costs around $280 and above; but if you are really passionate about robotics that shouldnt botter you to much (this price is actually equal to or less than a lot of those video games such as xbox 360 and ps3). The nxt 2.0 is the latest version of the lego mindstorms set, so if the cost is too much for you, you could try to get the model before it.
The lego mindstorms set is sold on amazon, ebay and others, use google shopping to help you find sellers. To see the different types of robots you can build with this set, go on youtube and search lego mindstorms.

A good textbook to give you a good overview of robot engineering is called " mechatronics electronic control systems in mechanical and electrical engineering " 4th edition by W. Bolton. You can also check your library to see if they have " Springer’s handbook of robotics" ( this one is a large book, i.e a tome, that shows you a wide array of different robots)