http://www.lazzari.com/retail_mesquite_lump_charcoal.html ) you can find it at most hardware stores and a some supermarkets.
Drink a beer.
Season steaks with salt and pepper, or optionally something like Montreal or Chicago steak seasoning (salt, pepper, red pepper flakes, dried garlic pieces, cumin, mustard seed, fennel, dried lemon rind, paprika, etc).
Drink a beer.
Now, go build yourself a medium hot fire (mesquite lump charcoal sets up fast, about 15-20 minutes before it's useable - go by eye) - after you rake your coals, hold your hand, open, plam down, about half a beer can high above where the cooking grate will go, and start counting, stop when you pull your hand away (don't be macho here, it just causes you to burn food):
1 - 2 seconds: (very) hot fire
2 - 3 seconds: hot fire
4 - 5 seconds: medium hot
6 - 8 seconds: cool fire
9 + seconds: for direct grilling, forget it, too cold.
You're aiming for about 4 to 5 seconds.
Make sure you drink at least one beer while waiting for the coals to set up.
Take your BBQ grate, lightly oil it, put it down over the fire. Pass your hand, about half a beer can high, over the entire grate surface, noting any hot spots or cool spots.
Put the steaks on the grill, avoiding any drasticly cold or hot areas (I'll usually arrange the steaks so that the hot/cold spots are between the steaks).
IMO, NY Steak is best served medium rare, so only about 3 minutes per side - depends on how hot your fire is.
Drink more beer.