What are the proper steps to file a lawsuit against an employer (more info about situation inside)?

I've been working for the company for 2 and half years in the state of Machusetts and always wore business attire. A year and a half ago, the director of my department said that females had to wear a skirt, although the written policy clearly states that females can wear skirts or pants. When I've spoken to him about the matter, he said that skirts should be above the knee. I told him about the policy and told him that I would never wear a skirt above the knee because I'm a Muslim but I would wear a long skirt. He said, "it would have to have a long slit" which made me feel uncomfortable. I continued to wear pants. After a couple of months, my supervisor told me that the director wants me to wear a skirt. I copied the policy and underlined what the policy stated and my supervisor told me that I was write and would speak to him about it. The topic never came up again until early fall of this year. In a meeting, the director threatened to do disciplinary action towards those who don't dress as he wanted. I continued to wear my pants. My old supervisor left and now I have a new supervisor who was transferred from somewhere who is basically the director's puppet. She brought up that I needed to wear a skirt. I told her about what the policy stated and she said that she understood and spoke to him about it before but this is what he wants. In the meanwhile, my director was speaking poorly about me to other employees stating that I didn't know how to read.