I think there's a couple of different theories out there (at least I've read a few different ones). Maybe these will help...

There's the anapsid.org (or.com) website by Melissa Kaplan as well as her book Iguanas For Dummies. Personally, I favor her advice the most.

Here's a link:
http://www.greenigsociety.org/taming.htm

Happy Thanksgiving and enjoy your iguana!