How do you pickle veggies
Find a tested recipe (the Ball Book is a good source, as is http://nchfp.uga.edu/ ) for the type of vegetable you wish to pickle and FOLLOW IT TO THE LETTER.
You can do a quick pickle by heating up some vinegar, couple tablespoons each of sugar and salt, with spices as desired (peppercorns, fennel, cardamom, star anise, chili, cumin, etc). Once salt & sugar are dissolved, pour over the veg in question and top up with a bit of water to cover.
It'll be ready in 30 minutes - 2 hours and will keep for a few weeks in the fridge.
Agree with Sarah -- assuming it is to be kept in fridge and not canned. If you wish to can, see my comment above.