Road racing for Beginners - How To

I've recently got into cycling and have bought my first 'proper' bike (Bianchi Via Nirone 7 - 105). I come from a running background and have done a lot of races and really enjoyed them. Now I'm looking to enter some cycling races, crits and the like.

Only problem is, I have no idea how to go about it. Do I just find a race and turn up on the day? Or do I need a special licence and insurance or whatever?

Can someone give me the low down on this?

(Sorry if this has been posted before).