Youtube has some video tutorials on how to create music in LSDJ but I've found it has a huge learning curve. The best thing I would suggest is downloading a tracker program (like fami, piggy or goat) and try learning on that first. Goattracker has a nice, PDF format, basic guide to help you get started with it. Once you've gotten the hang of a tracker on your PC/Mac it starts to get much easier on LSDJ.
thanks for the goattracker tip! :]