How to learn to play the bagpipes

First buy a practice chanter. It is:

You can find our practice chanters online here.

Next buy a tutor book:

You can get one of our kits, which includes a companion CD, here.

Next find a teacher. It is wise to make sure your prospective teacher is competent. Some mediocre players are good teachers because they had good teachers. The sine qua non of a good teacher is the ability to recognize good and bad playing habits. A good teacher must know what is correct. All good players know what is correct, but they may not be able to explain clearly what to do and what not to do. The worst you can do is find a teacher who doesn't know correct from incorrect, and can't explain anything.

Clues for the competence of a teacher:

A list of teachers can be found at http://www.ceolas.org/instruments/pipes/teachers/.
Other teacher lists.

Many bands also teach beginners (usually with the proviso that the learner join the band).
A list of bands can be found at http://incolor.inebraska.com/derby/bagpipe/thelist.html.
Other band lists.