bends are easy to do after you get them once. you are just changing the shape of the sound in your mouth, for lack of a better way to describe it. the angle at which the air hits the hole (and the reed) determines how flat/sharp it is, so if you control that angle you control the pitch of a hole. 
try saying "wahwahwah" and then try to move the words back in your mouth and make the same sound without moving your lips. that is the basic feel for how to bend.
check out sites like harptabs.com, etc... for more info and a bunch of tabs if you want to learn how to play that way. if you are pretty musical you can probably pick a lot up by ear, but if you don't have a good foundation in scales, keys, things like that, you would only be helped by picking up a book or a cd to get started.
when i started playing i just listened to a bunch of neil young, bob dylan, dispatch, things that i could just learn the harp parts for, and then i started jamming along with other songs, playing with friends, etc... and haven't ever stopped.
in my book there aren't many better ways to kill some time and have fun than to rock out on your harp for a while.