Is there any online tool that would walk me step by step through an opening?  I've never really learned some structured opening.  I simply try to get all my pieces out as soon as possible to have plenty of options later.

they will have an opening explorer here sooner or later. I suggest getting a book so you can understand whatever opening it is you want to learn. Knowing just the moves will get you lost.

This site can walk you through the first  5-10 moves of  many openings: http://www.eudesign.com/chessops/index.htm . To actually understand an opening, though, the most important thing is to understand the reasoning behind each move, for both sides, and to understand what types of middlegame positions tend to result and what sort of strategy each side should pursue at that point.

First though, I'd strongly advise you to read some of Dan Heisman's "Novice Nook" columns at chesscafe.com. Here are two good ones on openings:

http://www.chesscafe.com/text/heisman37.pdf

http://www.chesscafe.com/text/heisman53.pdf 

I agree that chesscafe.com is useful. Also look at www.chessgames.com. This site allows you to explore all of the openings in their database, and watch complete games in which a certain opening was used.

I believe that it is important to have an opening repertoire and to understand all of the moves in the repertoire and to what kind of middle games and ultimately what kind of endgames the openings in the repertoire lead to. This is why I like the Chess Position Trainer which is a free program that can be downloaded  on the internet.  Also I am interested in The King's Gambit as a possible keystone for a repertoire and have collected some miniature games that may be of interest. The link for the CPT and the KG  minigames is on my website at http://www.webmasterfrank.com -- just go to the menu and select "Repertoire."