Here's how you get capital:

1. Figure out what you want to sell to whom.
2. Write a business plan. If you can't do this, forget it. Would you give someone your money if he or she did not have a plan? Read up on business plans. This can't be stressed enough.
3. Learn to make a cash-flow projection and budget
4. Have experience or a team who has experience collectively.
5. Hit the pavement and anticipate disappointment.
6. Go back to step 1. Don't stop trying.

That is so not-easy. You will have to spend probably as much time on the business plan as you do on your game. I should know, I have done it. My business plan has taken over 5 months to develop. It's gotten a few slightly positive "hmmm"'s from different firms so far. I do not have false expectations that it will bring anything. But if you want to try, you have to be very very serious and hardworking.

Read up on starting a business and developing a plan. The cash-flow projection is critical because it shows how money will flow out (expenses) and back in (profit). People want to see a strong, realistic cash flow projection.

If this sounds like a headache, focus on making the coolest indie game you can and enjoy the creative process with a couple of other people. A good indie game can open other opportunities. Look at Media Molecule - they made the indie game, Rag Doll Kung Fu, and got a contract to develop the awesome title, Little Big Planet, for the PS3.

Good luck!