if you are not able to heat treat a blade yourself then you can have a local heat treat company do it for you or send it out to a mail order heat treater. if you need contact info for some heat treaters that specialize in knives myself or another maker will happily supply it.
heat treating is one of the most important things u can do while making a knife. it will determine the qualities the steel will have. a high rockwell hardness will hold an edge forever but be very fragile, a low hardness will bend easily and dull quickly..you are searching for something between these two.
if you decide to heat treat or send it to be heat treated you have to have some idea of what kind of steel it is. if you want to just play around with a cheap chunk of low carbon steel to learn how to grind blades thats ok..but it will never be a "good" knife. i started with crap steel, then moved to old metal files(which can be made into excellent knives) then finally into barstock from knife/tool suppliers. my recommendation is..if you have money, buy good stuff..if your broke(as i was) then use whatever just to learn how to grind..i messed up many, many blades before making a decent one.
to make a kinfe that your going to throw is easy..to make a throwing knife is hard. what i mean by this is although it may look pretty basic to make a knife geared just for throwing it can be complicated. you need the heat treating to be right so it doesnt break or bend, the grind geometry needs to be right, the balance needs to be right, etc. but hey..its for fun so doesnt need to be perfect, i even used to throw scissors
i know i didnt go into much detail but its 4;30am and i just got home from work and bed is looking nice, someone else will be by to help you and of course you can always dig through all the info on here...this forum is a GREAT tool, wish it had been around when i started.
-Jason Aube
ps..be carefull with throwin those babies...i did it for years til a freak ricochet stuck a blade a good 3/8" into my ankle bone..i could feel it quivering like an arrow hittin a target...kinda lost my cravin for thorwing after that