In reply to Sam.j.w:
> I'm going town to the climbing centre to have a talk with them about it and seeing when they do outdoor trips!
Sounds like a good plan.
Even with outdoor sport climbing (where there are bolts drilled into the rock to clip into), you still need to bring your own quickdraws and know how to re-thread the anchors. For trad (placing your own protection) you need to bring everything.
Even for top-roping outdoors, you need a rope and enough carabiners and bits of gear to set up a safe anchor.
And in all cases, you need to know what you're doing.
So unless you have climber friends who are more experienced, going on an organized trip would be a decent option as a way to start making the transition to outdoors.
I'd also recommend something like the BMC's Rock Climbing Essentials DVD -- lots of good info and it'll answer a lot of your "very very beginner questions" about how it all works outdoors:
http://www.bmcshop.co.uk/product_info.php?products_id=6605
It's not a substitute for being taught in person, but (for me) having watched things first makes it easier to absorb what can seem like a lot of info when trying to learn it in practice, and then provides a way to revise it later.