I forgot about times of capital gains taxes...since I am curently living in Dubai tax free so I would like to benefit from it
In my replies I assumed you are from Spain, but I realize that might be an unfounded assumption. Taxes are generally paid to three countries when you buy shares: The country where the company realized gains in, the country in which you currently live and the country of your nationality.
Most countries have tax treaties that deal with double taxation. To evaluate tax impact you really have to look at every pair of the three countries and determine the procedures to claim money back or provide papers to pay less. Here we can only give general information. If you need specific information for your particular situation you need to contact a tax consultant.
But since i am new I would like to know if I am going to make a huge mistake.
Before you worry about taxes and making mistakes there, start learning about investing. Open an account in the country you currently live in or the country of your nationality and start investing. Most banks provide the tax paper work for their own country. So, if you open an account in Spain you should receive all information to file taxes in Spain. If you are living in a different country than your nationality, you need to contact a tax consultant. If you are an ex-pat for a corporation they usually have a department for this.
I have checked Ishares, it is a great page. Can you buy directly from their webpage?
No, you need to open a brokerage account with a bank or a broker.