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Do exactly as you would whenever you start a new thread. Do as normal, but when you go down to the "submit post" or whatever it is called, look a bit lower and you will see some words "attach poll" and click that positive. Then hit submit, and it will bring you to the poll screen to fill out. You should have a good idea how many possibilities you will have in your poll because you have to fill in a box with that number before you get to the poll screen.
Hope I remembered this correctly, I'm not looking at the make-a-new-thread page as I type this...
When you're making a new thread there's a checkbox on the bottom of the page about making a poll. You pick how many options you want, and then you submit the thread. You're then brought to a new page with the options and you enter what choices you want and what kind of poll you want.