Ok I have started useing PHP and MySQL recently and I am wondering how I go about createing an application. I looked for tutorials and guids at w3schools.com but couldnt find what i was looking for. All I really need is a list of a few steps to take to get a general idea on were to start when makeing an application. I would appreciate any help you may have to offer.

First you need to know what kind of application you want to make. Will you need database at all for that application. Maybe if you just started programming few days ago, you shouldn't get into creating complex application, couse you'll just get confused and drop the whole thing.
When you start programming, first start by creating simple script snippets (pieces of code) that you'll often use. Like counters, login/register systems, BBCode examples, maybe simple PHP/HTML templates. With that scripts you'll get the hang of the PHP more, and then you'll be ready for your first application.
If you are already experienced programmer, then you should know this things already

Ok I think I'll take your advice, but I stumbled across something. I saw something about messing with Wordpress. What is wordpess and is it something I should check out?

Wordpress is a "Content Management System" (CMS) oten used by those who Blog, but it can do many styles of web-sites.
The code is written in PHP and uses Mysql as a Database, typically, or often.

It is a rather complex Software to attempt to duplicate, but you can learn quite a bit by reviewing its code as a learning tool. It is secure and skinnable, so you would need to know or understand php, mysql and html/CSS to be effective at understanding the entire code, but there is an Administrative side to the CMS which allows users with little or no Coding experience to oprate a site using Wordpress.

It is a very common software and several members here at the Trap17 use it for their sites.