Assume that I know zero about freelancing, but I am a good .NET programmer.
I want to start freelancing.
How would I get started?
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The first step would be to create an online portfolio website with examples of your work, etc, that you can show to clients.
After that, its a matter of getting in touch with companies that could be looking for you. You could either use offline contacts the way that people here have suggested, or you could also look on sites like VWorker.com , oDesk.com , etc.
As its already been said, contacts are your first step so, use them and/or make them. Going to conventions on a certain topic of interest may lead you to know people in the field that may need or know people that need programmers.
Try to create a digital footprint, so people that might need a goot .NET programmers know that you are available. Join freelance places such as mentioned in this Question made here Freelance programming sites