I had heard of needle felting but did not know how it was different to normal felting.
I found this great tutorial http://allbuttonedup.wordpress.com/2006/12/02/needle-felting-a-tutorial/#comment-8604. Check it out.
I did my first bit of felting today. On Monday we went to Winchester and I went to a great craft shop there - Creative Crafts. The staff were lovely and one fantastic girl told me how to felt.
I bought some merino tops (wool that is not spun). I laid it down into three layers. Poured hot water and soap onto it and basically bashed it one the floor several times. Rinsed it and yes! it stayed together. Admittedly it is not the best felt ever but I can improve it. I had great fun and it is a good way to get all you frustrations out of your system.
Needle felt is different in that it does not use water. A special type of needle does all the work.