Sherry presents a few more problems than your regular wine. But nothing insurmountable.
Start out like you're making a light dry white wine. The character given by the sherry yeast (Saccharomyces fermentati) is delicate, and can easily be overwhelmed by a robust varietal. You can go one of two ways with the fermentation. 1) You can ferment with regular wine yeast (S. cerevisiae) and add the sherry culture when they are done, or 2) ferment with the sherry yeast from the beginning. Option 2 is recommended.
For the sherry film to form, you need about 16% alcohol. As it's difficult to get this in normal wine fermentation, the must is often "syruped". You'll need to calculate the amount of sugar that should be added to give about 17% alcohol, and add this amount as a syrup, in two or three additions during fermentation. You don't want to add it all at once, because high sugar content inhibits fermentation. You only have about a 1-1.5% alcohol concentration range where the vinegar-causing bacteria are killed (above 14%) and the upper limit for the sherry yeast (~17%).
When the primary (alcohol) fermentation is complete, and the alcohol concentration is acceptable (~16%), let the wine settle for a couple of days, then rack to a clean container. Now, this is where it gets squirrely. (If you used regular wine yeast for the primary fermentation, now's the time to innoculate with the sherry yeast) DON'T FILL THE CONTAINER ALL THE WAY UP! (Heresy to the home winemaker) The sherry yeast needs air to do it's stuff. The alcohol concentration will take care of vinegar bacteria. Cover your container with multiple layers of cheesecloth, and wait. If a film forms on the surface, great, that's what you want! Taste the sherry every couple of weeks to be sure you're making sherry and not vinegar (if the alcohol concentration drops, vinegar can form--be sure it doesn't. Add some brandy, or high proof neutral spirits to keep the alcohol concentration around 16%). Now just let it keep going as long as you can stand it!! Sherry is frequently subjected to a Solera, letting this slow secondary fermentation go on for years and years, blending some of the old with some of the new--but that's a whole different story.
Purposeful motion, for one so insane...