http://outdoorsbest.zeroforum.com/zerothread?id=350893

Someone gave instructions on this message thread on how to grow a coconut from the nut. I think you will have to move though. The tree needs to be planted outside.

http://cookycoconuts.com/Plantgrowacoconut.html
More coconut growing instructions.

http://www.citrusnorth.com/f28/coconut-palm-seed-162/
Some emphasis about warmth required, winter in the house is probably too cool, and the massive growth.

If you are still going to do it with all that, be sure to choose a viable coconut.
http://hafa-adai.blogspot.com/2006/07/how-to-plant-coconut-tree.html

"With the seeds, the first thing you have to do is to make sure that they are viable. You do this by shaking the coconut seed. If you hear water, the seed is viable. If you don't hear water, the seed is dead."

I gotta check this out...THANK YOU SO MUCH FOR THE LINK!!! :)

I'll post back later and let ya know if it works!