I have posted a reply to a previous question regarding this task. You should be able to get started based on that. If you plan on hosting this site in the US and providing data for US markets, I suggest getting a lawyer that understand SEC standards.
If you don't have a feed to the exchange, it may be illegal to just scrape quotes and data from other providers.
Stock trading web site
I think in this situation, if you have to ask here how to do it, then you probably shouldn't do it, because there is liability involved with market data.