Well there are plenty that give you quided trips so that would be more secure as in you will not be left alone in the woods. Or you can rent your own and they give you a map and you can go from there.
I have always used
http://www.north-conway-snowmobile-rentals.com/
http://www.lilmansnowmobilerentals.com/
http://www.alpinesnowmobiling.com/
Should tell you all you need to know about the sport.
http://www.directorynh.com/NHRecreat...wmobiling.html