The movie business can be fun and lucrative. Breaking in is often a mystery to people. There are several paths to any destination. One that I highly recommend is going to film school to learn your craft; you can take some of the classes online, especially general business-oriented ones (after all, filmmaking is a business like any other).
I applied to two film schools and got into both. There are many technical jobs film school can train you for such as editing and cinematography. It is also a great way to network. Going to film school is the best place to meet future employers. One benefit of going to film school is you may befriend and work well with someone and hopefully when they make it big they will keep working with you. After learning how to make a movie, do just that. And sometimes all it takes is being in the right place at the right time.
Go to film school. Filmschools.com has a lot of film school links. A lot of the listings are for the Art Institute which can be found in many cities. The Art Institute is very expensive. So is Full Sail. Some schools require that you raise money and essentially pay for your own student films. NYU is one of them. Some schools that don't require you to pay for your own films and are reasonable priced are UNCSA and Florida State University.
Write a screenplay. You say to yourself, "I don't know how." Well you can learn without going to film school. Most cities have community centers that offer adult education. For example, check out this one in Atlanta.
Once you have written a screenplay, get an agent.
Make a movie. After you have written that screenplay, get your friends and family together and make a movie. When you finish it, then enter your film into film festivals.
Be at the right place at the right time. Go to websites like Craigslist and look under the wanted section and try to work on films. Volunteer if need be. There are many untrained jobs you can do. Crafts services, drive cast and crew around, and dress the set. Be in the right place at the right time and anything can happen.
Don't forget that online classes in business can help give you an edge in any industry, and especially film - where budgets are tight and financing is always an issue. You can also take arts courses online if you're unable to enroll in a traditional college right now.