By now, you should have either acquired an EEG or drilled some holes and closed them again. But recording mental information is not quite enough. You will need some method to amplify and filter your material, and some rules on how to do that. There are complex mathematical algorithms to extract meaningful information out of nerve cell noise in real time (more), depending on which signal you have chosen. These algorithms will also have to be able to distinguish electrical "noise", which is produced by eyes and muscles, among others.
The equipment to do all that currently is huge and expensive, so one of the biggest tasks for you will be to downsize this stuff. One day it might be possible to put what currently needs a whole table on a small chip, that communicates wirelessly with the prosthesis. Until then, you will have to live with wires coming out of your head, and some vehicle to push around. Help is already on its way, though. Prototypes of instrumentation neurochips that might even be implantable are out there (more).