The water stones that Bartee recommends will likely cost more than your chisel set - a big chunk of change, and a steep learning curve for a first timer.
I'd suggest a piece of thick glass (if you can get it) or just a piece of MDF or particle board, and some wet-or-dry sandpaper. Get a sheet each of 220, 320, 400, 600, and maybe some 1,000 or 1,200 grits.
Use a bit of water or WD-40 on the sandpaper and work progressively through the grits. Begin by flattening the backs, then carefully work on the bevels, trying not to lose the factory angle.
It'll be a fair amount of work, but after the 1000/1200 grit, your chisels ought to be shavably sharp.