acronym program

[Shawn Minisall]

I'm trying to write a program that gets the first letter of every word 
of a phrase and prints it on screen.  I'm having problems with it.  I'm 
thinking a for loop would be good since I don't know the exact number of 
words the user is going to enter, but after that I get confused.  How do 
I tell python to just goto the beg of each word in the phrase and 
include it in the acronym?  Am I on the right track?

    for a in string.split(phrase)
    acronym = phrase [0]
    acronym = acronym + 1

thx