Teaching your horse to jump when you've never done it yourself, to me, is a very bad idea. One of you has to have some experience. I'd either get a trainer to help you with him or go take a couple month's worth of lessons to get a feel for it on a horse that knows what to do.
Like others have said, newbie horse will leap, run out, sproing, and go THROUGH the fence instead of over it...you NEED to know how to handle these situations and stay out of his way, know when to praise for effort even though it wasn't smooth, and know when to call it quits in any one session.
That's not saying you can't start working with him on this while you're learning on a lesson horse. Get him going nicely over walk and trot poles, then put the poles bewteen the standards so he gets comfortable going through them and over the poles. By the time you're ready to introduce cross rails, you'll have had some lessons and be able to handle the small stuff that comes with cross rails.
Please don't do this completely on your own. It will take longer and not get the desired result. If you want him to LEARN how to jump and not just throw himself over it, you're going to need a set of eyes on the ground to offer you advise on him and yourself. Good luck and keep us posted!