I have never styled a wig in my life, and have no idea how or where to begin.

Any help at all, of any kind would be great!

Here's what I need it to look like:

Hey there! I think you'll find this video helpful:

http://www.youtube.com/watch?v=XVYW0b5qtFg

In general, you spike the wig first with some hair gel or wax, then hairspray to help the spikes stay in place. Also I think you'll want to get a 'punky' wig, which are good for thick spikes. There is a link to one in the description in the video, have a look if you want so you get an idea what they look like~
I'm not a wig styling expert or anything, but it's just what I found, and I hope it helps!

Youtube's a great place to look for tutorials and as for styling materials gaming_godess gave some great advice in this thread: Wig thread

Good luck with the wig! I bet it turns out great!

Thanks guys.
The wig i was trying to use was a horrible wig.
I'll try to get a decent one next week, and post how things go here! ^_^