Infinitefox, you might want to start with Bertrand Russell's History of Western Philosophy http://www.amazon.co.uk/History-West...1766880&sr=8-2
Russell was a philosopher in his own right, but this particular book gives an overview of the development of Western philosophy from the Ancient Greeks up to Russell's predecessors (Kant, Nietzsche, Schopenhauer). It's really clearly written; Russell focuses on the key ideas of each philisopher and also explores their philisophy looking at the pros and cons, in his opinion. From there you can pick which philosophers you're more interested in and read some more of their work.
I found that, in the absence of a teacher, the key to developing a philosophical understanding was not to rush into it and expect too much. As has been mentioned, philosophy has it's own language and is constructed, to a point, with ideas built on ideas. If it takes someone 3-4 years to do a philosophy degree then you need to pace yourself with that sort of timescale in mind. Spend a few months on a philosopher and only when you feel comfortable move on. A teacher helps, certainly, as they are able to guide you on how to think about the message but you can do this yourself if you just take your time and let your mind absorb, and then question, what you've read.
Good luck with your reading.