Hi Lexi. I live in FL too!
There are two jumping classes at shows. One is hunter where the horses style, way of going and manners are judged. There will be 5-8 jumps whose heights are from 18-24". The other is jumper where the horse is judges soley on his jumping ability. In AMHA, the jumps start at 18-28", but can go up to 44" in a jump-off if there is a tie. In AMHR, jumper is from 18-24" (I believe) and if there is a tie they raise them 1" to 6" and the jump off is timed.
You wouldn't want to start that high though. Walk and trot over poles lying on the ground first. Once your horse is comfortable with that raise them slightly and repeat it. I'd recommend starting at 12" or lower for jumping before trying anything higher. You aren't allowed to go over the jumps with your horse in most classes so you will want him to jump on his own.
I'd recomend the book Training Miniature Performance Horses: A Comprehensive Guide to Hunter, Jumper, and Halter Obstacle. It goes into a lot of detail on training, problem solving, and showing. You can find it at www.smallhorse.com.
For building jump ideas, visit www.MiniDreamsProductions.com. There was also a thread recently with people's jumps that should give you some good ideas too.