here is a link to a set of instructions - http://www.mssqltips.com/sqlservertip/2464/configure-sql-server-database-mirroring-using-ssms/

before setting it up though read up on the various operating modes and decide which you want and wether you will be using a witness server.

I would suggest using the SQL service account to connect as well rather than sa.

When setting it up script the set up out from the gui.