CREATING LIGHT SHAFTS???

Hey there Blender maniacs! I am very new to Blender and am busting my hump 24-7 learning everything I can about this amazing program so I can do a whole film with it soon. I thank the makers and the community for such a kick ass tool for creating 3-D worlds. Being new I have one question.
How can I build a shaft of light where you can actually see the beam from say a spot light ? I want to have it shine down from up top to over my character on a dark stage. For that matter how do you make light bulbs and anything that has to do with that type of light effect? I know this may be a stuopid question to those of you who have great knowledge in this program, but trust me when I say I have done the homework and have not found too much in tutorials on this matter. If you can help me I will be greatly appreciative. Thanks!!!

Select your Lamp, goto F5 Lamp buttons, turn it into a Spot in the PreView tab and turn on Halo in the Shadow and Spot tab.

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ALSO YOU CAN’T BE USING RAY SHADOWS, YOU HAVE TO USE REGULAR BUFFER SHADOWS

i think in the blender manual thers a lighting exercise thats shows a lightbeam effect with a sphere