How can I invest my Rs 10000 in stock exchange? I dont have a dmat account and no idea where to start and how?

First of all i think it is great that you have used the word 'invest' and not trade in your question. So how do you invest in the market. I think the biggest challenge is not how to invest but where to invest. How to invest can be learnt in a matter of minutes and as suggested by some other writers you can contact a brokerage and they will either send an executive or you can download their form and send it across to them duly filled in along with the relevant documents. The accounts (demat & trading) get opened and you can link your saving bank account to the trading account and start trading. It is 'where to invest' which takes a bit of time to learn. I would suggest before you start investing in stocks you should invest some time and money in your own self. Buy some books and go to some sites where you can learn to identify companies to invest in. You can start with "The Intelligent Investor" by Benjamin Graham, which is a very good book to start with. There are some other sites also where you can go and learn to invest. If you start early in life, the time is on your side and you can afford to make mistakes in investing and get out of them without too much of a damage. Just find good companies to invest in and stay invested. In the meantime you can invest your money in some index fund with low expense ratio. You can compare the expenses and then invest in the fund with lowest expense ratio because there is not too much of a difference from fund to fund since they have to mimic the index you are buying.