I'm supposed to be at zero, but only just turning 18, I had no idea what any of what was on the form meant. So, the whole 6 months I've worked, I had no Federal tax taken out.

What is going to happen, and how do I fix this?

Changing your W-4 information is simple and can have a dramatic change on your taxes withheld. This is how to change your W4 form information. you will need to speak with someone(your supervisor) that works in theHR department at your workplace. If you want the maximum withheld, then enter 0 on all lines on your W-4. Depending on whether you select Married or Single will also have an effect on your taxes withheld. Ask your employer for a new W-4 (Employee's Withholding Allowance Certificate), or print one out from the IRS Web site here:
http://www.irs.gov/pub/irs-pdf/fw4.pdf