For more information on the process of exegesis, check out the following websites.
Engaging with Scripture gives a helpful step by step guide to the process of exegesis.
Read Richard Ascough's guide to Biblical Exegesis.
Read the notes by H. Wallace to lead you through the process of exegesis.
Another useful resource is Biblical Exegesis: An introductory overview by Felix Just.
This Postmodern Bible dictionary is also helpful as it includes a hypertext bible dictionary.
Check out the commentaries listed below.
It is important that you are critical of all the resources you use. Always be aware of bias, credibility and authorship.