Not familiar with NN.
But maybe it may help for you to think about what kind of process you want to perform. Classification or clustering or regression,etc?
Once you first figure out a high-level structure of your idea, you can start with some basic tests already.
Have you checked out the video on these two sites: http://www.neuralmarkettrends.com/index.php/tutorials
These are very helpful once you get a general idea about RapidMiner by reading the official manual and watching the official videos.
Hope this may help a bit.