How do you saddle train a horse?

Nicole asked:

My best friend's 15.2 horse had a filly who is expected to be her mother's height when she is full grown. My friend wants me to saddle train the colt since she is away caring for another horse. The filly is 8 months old and has known me her whole life. She is already halter trained. I know I still have a while to really start her training, but I want to be completely prepared. How should I go about saddle training her? Does anyone know how to teach her to jump after that?