To create a poll when you post a new thread, simply click the 'Yes, post a poll with this thread' checkbox at the bottom of the page, and set the number of possible responses you want to include.
When you click the submit button, you will be taken to the poll creation page, where you can specify the question and the list of responses you want to include.
You may also want to specify a time limit for the poll, so that (for example) it stays open for voting for only a week.