You have to go to a "vendor" and basically there they sell you egold. They might sell you 5$ egold for 5.05$ and make a profit off of you. Some sites are cheaper and more reliable, and others are not. Either way, there is still the transaction fee in there.
However, once you get it going, Egold is completely safe for RS trades (with the exception of what R2P said in Comm general.)