And many groups will rent you the helmet for the day or weekend for $20 or so. Or, you can probably dig around and find a buddy's motorcycle helmet as many tracks will accept an "M" rated helmet as opposed to the "SA" helmet that's required for racing.
Call your local track to ask who's running - they'll have a schedule. Or, try this link: http://www.thetrackschedule.com/
Autox is a great way to start - but don't be afraid of doing HPDE. The likelyhood of damage is very very low. Just stay within your comfort level and the car's limits. Your instructor will help you.
(Unless Chris ^^^^^ crashes into you