Determine whether you'll run the group alone or with a friend.
Search for a quiet location. Free options include a coffee shop during off hours, church/temple, or a nonprofit organization.
Decide on the frequency and time for meetings. Monthly is doable for most people, and early weeknight evenings or Saturday mornings are ideal meeting times.
Call the newspaper to list meetings in the community calendar. Also, post flyers at local hangouts.
Develop a format. An easy way to start is to give five minutes to each person to share his story, followed by general discussion. Many groups have 20-minute talks on pre-chosen topics.
Decide whether to charge a fee. I've seen some support groups die out because of the fee, but a nominal fee will defray advertising costs and can be used to pay speakers.
Keep a consistent schedule - it helps people remember the time and place, and, thus, increases the comfort level of members.