If you want to develop for the iPhone then the first step is downloading and installing the iPhone SDK. But then you will only be able to test your applications in an iPhone simulator. If you want to publish your applications on the iTunes App Store then you need to enroll in the iPhone Developer Program.
The standard iPhone Developer Program cost $99 a year for individuals and companies (enterprise cost $299). Start the enrollment process here. You will need an Apple ID, you can register for one in the process.
But because Saudi Arabia does not have an Apple Online Store (even though we have an Saudi Arabia iTunes App Store) you will need to download a pdf form from Apple. Complete the form then fax it. Receive an activation code (by email, you don’t need to receive a fax thankfully) then finally activate your iPhone Developer Program.
This is probably the same in other countries as well. Any country without an Online Apple Store will need to perform the manual fax steps. This is yet another reason for having an official presence by Apple in Saudi Arabia.