Seriously? Talk to your bank. Or... well, I'll guess that you're probably American, so... treasury service, they call it? I dunno.

The bank should have plenty of information for you, though. http://www.fms.treas.gov/eft/ is all I can really find offhand, and... well, that's about all there is to it.

If I may, what, in particular, were you wanting to know?

If you were looking to set it up for a business, check out http://www.eftcanada.com/ or a comparable company that's a little more local. Incidentally, that site has more information than the treasury department one.