All the fore mentioned information is sound advise. If you are really going to get into it, a wooden frame with brads as tack areas work fine. Keeping the rabbit pelt taut is the trick. And as was mentioned cut the pelt side, but not hard enough to cut the hair fibers. Using industrial safety razor blades wedge between comb teeth will control the thickness of each strip. You can cut a gang of them at a time. Don't cut the skin end completely. Start you're first cut further in from the end and finish before the end. Then you won't have clamping problems.
My advise, just buy 'em already cut. It's not worth the time and trouble to get down to the real basics.