I've often wondered the very same thing. I have heard that my local CIPD branch is in the process of setting one up, so I am going to contact them and see if that is the process.
I have had help from experienced HR people at work, and I've found that's a really good approach if you can arrange for someone at your work place to help.
I had an email a while ago from the CIPD about mentoring, and sent a form off and I'm just waiting to hear. I can't remember what page it was on, so maybe there are other people in the community that know?
Many local CIPD branches have mentoring schemes in place, information can be found here: www.cipd.co.uk/local. Attending local branch events, if your branch doesn't have an active mentoring scheme,can also be handy as you build your network and may find a mentor that way.