Read the first post by Leon in the first thread at the top.
In summary, your husband must apply to sponsor you for permanent residence in Canada (PR) and you need to apply for said PR, at the same time. You will need your marriage certificate from Costa Rica, so I hope you have that in hand already. If not, ensure you apply for it ASAP.
Also, read this section at CIC's website, which gives you an idea of what paperwork you need to complete for the process.
http://www.cic.gc.ca/english/information/applications/fc.asp I suggest you read them together.
Ask any questions that come to mind here, there are plenty of people willing to help by answering them.
Bear in mind while you read the forms, that you will be required to document/substantiate the development of your relationship from meeting to marriage, so start thinking about that from now.
But read Leon's post and the forms first. Then ask questions.