sounds right to me. my first experience with squats was i don't know, just a couple of sets of them spread out through a circuit-training session, just body weight. i've been a cyclist for something like 10 years so it's not like my legs had been sitting on the couch all their life either. and still it took me almost a week to recover. the doms was insane.

the good news comes in two parts.

1. first-time doms is usually the worst that it ever gets. by quite a margin. so if you hang in there and don't let this stop you, you'll find yourself on the other side of the fence pretty soon, going 'did i really work out? because i thought i was doing it right but i don't feel anything' the next day. i practically swear this will happen for you.
2. if your quads AND your hamstrings hurt, i think that actually is an extremely good sign. a lot of people (me) start out very quad-dominant with squats, and that worked for me for a while because quads are strong. but as i started adding weight it really hasn't been good for my knees and i had to back up quite a bit and spend time re-learning to get the hamstrings and glutes into it. so it sounds to me kind of like you're getting it more right than i did when i first started.

you can do it with a bar ;-) don't worry about that part of it. you really can.