The past few years have featured such blockbusters as "Super-Size Me," "Fahrenheit 9/11," "Sicko," "March of the Penguins," and "An Inconvenient Truth." And as news articles proclaim a new era in the history of documentary films, more and more new directors are making their first film a nonfiction one. But in addition to posing all of the usual challenges inherent to more standard filmmaking, documentaries also present unique problems that need to be understood from the outset. Where does the idea come from? How do you raise the money? How "much" money do you need? What visual style is...