So you want to become a member of the Militia? This is simple enough.
In New Haven, track down the NPC named Diego. He is located in the Warriors Hall where all the Fighting Skill trainers are located.
Double Click on Diego to get his First Quest. (Note this can also be done with ANY other Militia Recruitment NPC but I find Diego the easiest).
He asks you to pay 500 Gold.
So pay the man, and you are recruited into the Militia and can take on further quests.
Next, speak with Diego again to get the First Militia Quest.