Yep, that's what the man says, it'll only cost you 50 bucks for your very own greenhouse. Here's the how to do it page with lots of pics and text.
I've done my vegetable garden both ways - buy the starter plants from a nursery or grow them myself in starter trays. There is a "Wow! Look at that, I grew them myself!" feeling when the seeds pop up from the potting soil, but it does take some planning and space to do it yourself.
One other benefit of starting veggies (or flowers) yourself is you can grow plants that you normally do find at nurseries. I started and grew some Kohlrabi one year and found that it was a tasty vegetable, both raw or cooked.